+24,401.0%
TSLA vs ICE
+803.4%
+23,597.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +8.9% | +3.6% | +5.3% | +6.8% |
| 30D | +6.3% | +15.1% | -8.8% | -2.5% |
| 3M | +14.8% | +15.4% | -0.6% | +5.1% |
| 6M | -12.4% | +16.1% | -28.5% | -20.9% |
| YTD | -13.2% | +11.4% | -24.6% | -20.9% |
| 1Y | -2.9% | +18.5% | -21.4% | -15.0% |
| 3Y | +74.4% | +70.5% | +3.9% | +20.8% |
| 5Y | +13.3% | +40.9% | -27.6% | -12.4% |
| 10Y | +3,004.2% | +260.6% | +2,743.6% | +1,341.7% |
| All | +24,401.0% | +803.4% | +23,597.7% | +6,309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling