+2,883.7%
TSLA vs EXC
+176.1%
+2,707.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.5% | +5.5% |
| 7D | -6.4% | -1.7% | -4.7% | -5.9% |
| 30D | -1.2% | +9.3% | -10.5% | -4.3% |
| 3M | +15.1% | +1.0% | +14.0% | +14.3% |
| 6M | -11.7% | +5.9% | -17.7% | -14.3% |
| YTD | -15.9% | +7.6% | -23.6% | -19.4% |
| 1Y | -12.0% | +2.4% | -14.4% | -14.1% |
| 3Y | +80.0% | +30.2% | +49.8% | +54.3% |
| 5Y | +10.8% | +41.4% | -30.5% | -10.0% |
| 10Y | +2,883.7% | +183.8% | +2,699.9% | +1,924.3% |
| All | +2,883.7% | +176.1% | +2,707.6% | +1,924.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling