+3,009.1%
TSLA vs EXEL
+354.7%
+2,654.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +1.5% | -2.8% | +4.3% | +2.4% |
| 30D | +3.4% | +18.2% | -14.8% | -1.2% |
| 3M | +17.4% | +37.7% | -20.3% | +7.4% |
| 6M | -12.2% | +42.2% | -54.4% | -20.9% |
| YTD | -13.1% | +61.3% | -74.4% | -25.0% |
| 1Y | -11.1% | +64.5% | -75.6% | -23.8% |
| 3Y | +82.1% | +236.7% | -154.6% | +23.0% |
| 5Y | +10.3% | +296.3% | -286.1% | -29.7% |
| 10Y | +3,009.1% | +331.1% | +2,678.0% | +1,877.8% |
| All | +3,009.1% | +354.7% | +2,654.5% | +1,877.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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