+96.9%
TSLA vs GEV
+722.5%
-625.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | +3.3% | -1.8% | +0.1% |
| 30D | +10.1% | -7.5% | +17.6% | +13.4% |
| 3M | -15.4% | -2.2% | -13.2% | -15.9% |
| 6M | -12.8% | +12.1% | -24.9% | -19.8% |
| YTD | -21.3% | +44.4% | -65.7% | -36.2% |
| 1Y | +4.6% | +57.7% | -53.1% | -20.5% |
| All | +96.9% | +722.5% | -625.7% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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