+1,598.8%
TSLA vs SE
+355.3%
+1,243.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +4.0% |
| 7D | +1.5% | -7.7% | +9.2% | +4.1% |
| 30D | +3.4% | -22.8% | +26.2% | +11.4% |
| 3M | +17.4% | -43.7% | +61.2% | +38.9% |
| 6M | -12.2% | -12.8% | +0.6% | -10.5% |
| YTD | -13.1% | -42.0% | +28.9% | -0.8% |
| 1Y | -11.1% | -48.0% | +36.9% | +4.8% |
| 3Y | +82.1% | +62.7% | +19.4% | +43.6% |
| 5Y | +10.3% | -77.8% | +88.1% | +41.0% |
| All | +1,598.8% | +355.3% | +1,243.5% | +933.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling