+48.2%
TSLA vs GE
+282.5%
-234.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +4.3% |
| 7D | +3.4% | +1.2% | +2.2% | +2.7% |
| 30D | +12.0% | -9.5% | +21.5% | +17.7% |
| 3M | -10.0% | +4.1% | -14.1% | -13.1% |
| 6M | -7.2% | +3.9% | -11.1% | -11.2% |
| YTD | -18.1% | +9.0% | -27.2% | -24.8% |
| 1Y | +6.3% | +21.9% | -15.7% | -9.6% |
| 3Y | +48.2% | +281.8% | -233.6% | -33.7% |
| All | +48.2% | +282.5% | -234.4% | -33.7% |
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