+46.2%
TSLA vs ICE
+39.3%
+6.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | +3.0% | -0.9% | +3.9% | +3.6% |
| 30D | +11.2% | +4.0% | +7.2% | +8.8% |
| 3M | -7.3% | +11.0% | -18.2% | -13.2% |
| 6M | -7.7% | -5.0% | -2.8% | -5.3% |
| YTD | -18.2% | -2.7% | -15.5% | -18.5% |
| 1Y | +6.0% | -8.6% | +14.6% | +10.3% |
| 3Y | +48.0% | +41.4% | +6.7% | +6.2% |
| 5Y | +46.2% | +39.9% | +6.3% | +1.8% |
| All | +46.2% | +39.3% | +6.8% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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