+46.2%
TSLA vs SHEL
+192.5%
-146.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +3.0% | +3.0% | 0.0% | +2.0% |
| 30D | +11.2% | +7.2% | +3.9% | +8.5% |
| 3M | -7.3% | +12.9% | -20.2% | -11.3% |
| 6M | -7.7% | +13.7% | -21.4% | -12.6% |
| YTD | -18.2% | +33.7% | -51.9% | -27.6% |
| 1Y | +6.0% | +37.9% | -31.9% | -7.5% |
| 3Y | +48.0% | +70.2% | -22.2% | +19.1% |
| 5Y | +46.2% | +192.3% | -146.2% | -3.9% |
| All | +46.2% | +192.5% | -146.3% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling