+74.4%
TSLA vs SHEL
+71.4%
+3.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.2% |
| 7D | +8.9% | +0.8% | +8.1% | +8.7% |
| 30D | +6.3% | -3.6% | +9.9% | +7.2% |
| 3M | +14.8% | +12.0% | +2.7% | +9.7% |
| 6M | -12.4% | +19.7% | -32.1% | -18.5% |
| YTD | -13.2% | +39.6% | -52.9% | -27.3% |
| 1Y | -2.9% | +36.4% | -39.4% | -17.5% |
| 3Y | +74.4% | +70.2% | +4.2% | +34.2% |
| All | +74.4% | +71.4% | +3.1% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling