+22,131.9%
TSLA vs EXC
+199.6%
+21,932.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.9% | -5.6% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | +10.1% | -3.7% | +13.8% | +11.3% |
| 3M | -15.4% | -1.3% | -14.1% | -15.6% |
| 6M | -12.8% | -9.7% | -3.1% | -10.7% |
| YTD | -21.3% | +2.9% | -24.2% | -23.0% |
| 1Y | +4.6% | +4.4% | +0.2% | +1.6% |
| 3Y | +44.5% | +22.2% | +22.3% | +29.3% |
| 5Y | +44.8% | +46.7% | -1.9% | +19.6% |
| 10Y | +2,585.4% | +155.3% | +2,430.1% | +1,741.2% |
| All | +22,131.9% | +199.6% | +21,932.3% | +15,076.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling