+1,457.0%
TSLA vs SE
+366.0%
+1,091.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -10.4% | +2.0% | -12.4% | -10.9% |
| 30D | -5.2% | -20.0% | +14.8% | +1.1% |
| 3M | +12.1% | -31.8% | +43.9% | +24.6% |
| 6M | -10.2% | -15.9% | +5.7% | -7.5% |
| YTD | -20.3% | -40.6% | +20.3% | -9.7% |
| 1Y | -19.7% | -50.7% | +31.0% | -3.8% |
| 3Y | +63.4% | +70.3% | -6.9% | +27.1% |
| 5Y | -12.1% | -78.8% | +66.8% | +14.2% |
| All | +1,457.0% | +366.0% | +1,091.0% | +840.5% |
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