-0.9%
TSLA vs SHEL
+39.6%
-40.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.6% |
| 7D | +3.2% | +4.1% | -0.9% | +3.5% |
| 30D | +11.6% | +8.4% | +3.2% | +12.3% |
| 3M | -8.4% | +13.7% | -22.2% | -6.8% |
| 6M | -10.4% | +12.7% | -23.1% | -9.5% |
| YTD | -18.7% | +35.3% | -54.0% | -21.3% |
| 1Y | -0.9% | +39.4% | -40.3% | -4.0% |
| All | -0.9% | +39.6% | -40.5% | -4.0% |
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