+22,131.9%
TSLA vs SHEL
+305.8%
+21,826.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.2% |
| 7D | +1.5% | +2.2% | -0.7% | +0.5% |
| 30D | +10.1% | +6.8% | +3.3% | +6.9% |
| 3M | -15.4% | +8.1% | -23.5% | -18.6% |
| 6M | -12.8% | +14.4% | -27.2% | -18.9% |
| YTD | -21.3% | +30.0% | -51.2% | -31.1% |
| 1Y | +4.6% | +33.3% | -28.7% | -9.7% |
| 3Y | +44.5% | +66.4% | -21.9% | +12.4% |
| 5Y | +44.8% | +178.6% | -133.8% | -13.7% |
| 10Y | +2,585.4% | +198.4% | +2,387.0% | +1,265.6% |
| All | +22,131.9% | +305.8% | +21,826.1% | +7,665.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling