-7.7%
TSLA vs EXC
+3.2%
-10.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +15.6% | -1.9% | +17.6% | +14.7% |
| 30D | +5.9% | +7.8% | -1.8% | +9.4% |
| 3M | +21.4% | +1.9% | +19.5% | +22.3% |
| 6M | -8.3% | +3.4% | -11.7% | -7.6% |
| YTD | -11.6% | +7.6% | -19.2% | -11.4% |
| 1Y | -7.7% | +2.1% | -9.8% | -4.7% |
| All | -7.7% | +3.2% | -10.9% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling