+23,745.5%
TSLA vs EXEL
+1,782.1%
+21,963.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | -4.7% | -2.4% | -2.3% | -4.2% |
| 30D | -0.8% | +17.9% | -18.7% | -3.6% |
| 3M | +14.8% | +33.3% | -18.5% | +9.0% |
| 6M | -11.3% | +46.6% | -57.9% | -17.5% |
| YTD | -15.6% | +61.0% | -76.6% | -23.1% |
| 1Y | -14.7% | +70.4% | -85.1% | -23.2% |
| 3Y | +76.9% | +236.1% | -159.2% | +39.0% |
| 5Y | +6.7% | +284.8% | -278.2% | -18.5% |
| 10Y | +2,973.5% | +348.4% | +2,625.1% | +2,105.6% |
| All | +23,745.5% | +1,782.1% | +21,963.4% | +11,403.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling