+15.5%
TSLA vs ICE
+40.5%
-25.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +8.9% | +3.6% | +5.3% | +6.9% |
| 30D | +6.3% | +15.1% | -8.8% | -2.0% |
| 3M | +14.8% | +15.4% | -0.6% | +5.5% |
| 6M | -12.4% | +16.1% | -28.5% | -19.9% |
| YTD | -13.2% | +11.4% | -24.6% | -20.1% |
| 1Y | -2.9% | +18.5% | -21.4% | -15.0% |
| 3Y | +74.4% | +70.5% | +3.9% | +9.2% |
| All | +15.5% | +40.5% | -25.0% | -21.7% |
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