-13.3%
TSLA vs SHEL
+43.6%
-56.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.8% |
| 7D | -4.7% | -3.2% | -1.5% | -5.3% |
| 30D | +1.7% | +5.5% | -3.8% | +2.4% |
| 3M | +17.7% | +14.4% | +3.3% | +20.1% |
| 6M | -1.9% | +16.2% | -18.0% | +1.7% |
| YTD | -14.3% | +42.4% | -56.8% | -12.6% |
| 1Y | -13.3% | +43.3% | -56.6% | -10.8% |
| All | -13.3% | +43.6% | -56.9% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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