+46.2%
TSLA vs EXEL
+194.6%
-148.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +3.0% | -0.3% | +3.4% | +3.1% |
| 30D | +11.2% | +10.1% | +1.0% | +7.9% |
| 3M | -7.3% | +10.1% | -17.4% | -10.4% |
| 6M | -7.7% | +37.7% | -45.4% | -17.3% |
| YTD | -18.2% | +33.1% | -51.3% | -26.3% |
| 1Y | +6.0% | +52.4% | -46.4% | -9.2% |
| 3Y | +48.0% | +163.8% | -115.8% | +1.2% |
| 5Y | +46.2% | +198.5% | -152.3% | -12.9% |
| All | +46.2% | +194.6% | -148.4% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling