+1,439.0%
TSLA vs SE
+589.8%
+849.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.6% |
| 7D | +1.5% | -6.1% | +7.6% | +3.4% |
| 30D | +10.1% | -2.5% | +12.6% | +10.3% |
| 3M | -15.4% | +21.7% | -37.1% | -21.1% |
| 6M | -12.8% | +27.0% | -39.8% | -20.6% |
| YTD | -21.3% | -12.1% | -9.1% | -20.4% |
| 1Y | +4.6% | -40.9% | +45.5% | +19.1% |
| 3Y | +44.5% | +191.0% | -146.5% | -4.9% |
| 5Y | +44.8% | -68.3% | +113.1% | +66.3% |
| All | +1,439.0% | +589.8% | +849.2% | +729.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling