-13.3%
TSLA vs SE
-48.0%
+34.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.5% | -7.8% | -4.0% |
| 7D | -4.7% | +6.7% | -11.4% | -5.7% |
| 30D | +1.7% | -17.2% | +18.9% | +4.9% |
| 3M | +17.7% | -28.0% | +45.7% | +23.7% |
| 6M | -1.9% | -6.1% | +4.2% | -2.7% |
| YTD | -14.3% | -37.1% | +22.8% | -8.0% |
| 1Y | -13.3% | -48.8% | +35.5% | +1.1% |
| All | -13.3% | -48.0% | +34.7% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling