+48.2%
TSLA vs EXEL
+160.6%
-112.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.2% | +4.4% |
| 7D | +3.4% | +1.4% | +2.0% | +3.1% |
| 30D | +12.0% | +6.7% | +5.4% | +10.6% |
| 3M | -10.0% | +11.5% | -21.4% | -12.2% |
| 6M | -7.2% | +38.8% | -46.0% | -13.9% |
| YTD | -18.1% | +31.6% | -49.7% | -23.4% |
| 1Y | +6.3% | +53.0% | -46.7% | -4.1% |
| 3Y | +48.2% | +160.8% | -112.7% | +36.4% |
| All | +48.2% | +160.6% | -112.4% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling