+36.2%
TSLA vs EXE
+182.2%
-146.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | +3.2% | -3.1% | +6.4% | +4.1% |
| 30D | +11.6% | -0.9% | +12.5% | +11.8% |
| 3M | -8.4% | +9.6% | -18.0% | -11.0% |
| 6M | -10.4% | -11.6% | +1.2% | -7.7% |
| YTD | -18.7% | -12.6% | -6.2% | -16.4% |
| 1Y | -0.9% | +1.2% | -2.1% | -2.9% |
| 3Y | +33.6% | +18.0% | +15.5% | +24.9% |
| 5Y | +48.9% | +101.1% | -52.2% | +22.9% |
| All | +36.2% | +182.2% | -146.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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