-2.9%
TSLA vs SE
-47.8%
+44.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +8.9% | -0.5% | +9.4% | +9.0% |
| 30D | +6.3% | -20.9% | +27.2% | +10.1% |
| 3M | +14.8% | -38.9% | +53.7% | +24.1% |
| 6M | -12.4% | -19.4% | +7.1% | -10.1% |
| YTD | -13.2% | -40.9% | +27.7% | -7.4% |
| 1Y | -2.9% | -46.2% | +43.3% | +5.9% |
| All | -2.9% | -47.8% | +44.8% | +5.9% |
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