+3,125.8%
TSLA vs EXEL
+320.7%
+2,805.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | +8.9% | -0.8% | +9.8% | +9.2% |
| 30D | +6.3% | +13.1% | -6.9% | +2.8% |
| 3M | +14.8% | +36.3% | -21.6% | +5.2% |
| 6M | -12.4% | +34.5% | -46.9% | -19.9% |
| YTD | -13.2% | +57.4% | -70.7% | -24.7% |
| 1Y | -2.9% | +62.9% | -65.9% | -16.6% |
| 3Y | +74.4% | +229.5% | -155.1% | +18.4% |
| 5Y | +13.3% | +281.2% | -267.9% | -27.1% |
| All | +3,125.8% | +320.7% | +2,805.1% | +1,945.9% |
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