+76.9%
TSLA vs GE
+278.7%
-201.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -4.7% | +5.4% | -10.1% | -7.1% |
| 30D | -0.8% | +9.6% | -10.4% | -5.5% |
| 3M | +14.8% | -7.7% | +22.5% | +19.1% |
| 6M | -11.3% | +14.0% | -25.4% | -19.1% |
| YTD | -15.6% | +10.2% | -25.7% | -23.0% |
| 1Y | -14.7% | +8.9% | -23.6% | -21.6% |
| 3Y | +76.9% | +273.7% | -196.7% | -8.1% |
| All | +76.9% | +278.7% | -201.8% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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