+3,185.6%
TSLA vs EXC
+201.2%
+2,984.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +15.6% | -1.9% | +17.6% | +16.3% |
| 30D | +5.9% | +7.8% | -1.8% | +3.1% |
| 3M | +21.4% | +1.9% | +19.5% | +20.3% |
| 6M | -8.3% | +3.4% | -11.7% | -10.2% |
| YTD | -11.6% | +7.6% | -19.2% | -15.3% |
| 1Y | -7.7% | +2.1% | -9.8% | -9.8% |
| 3Y | +85.2% | +29.6% | +55.6% | +58.9% |
| 5Y | +15.4% | +39.5% | -24.1% | -5.8% |
| All | +3,185.6% | +201.2% | +2,984.4% | +2,109.1% |
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