+3,125.8%
TSLA vs SRE
+127.7%
+2,998.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +8.9% | +1.8% | +7.2% | +8.1% |
| 30D | +6.3% | -3.0% | +9.3% | +7.8% |
| 3M | +14.8% | -7.3% | +22.0% | +18.1% |
| 6M | -12.4% | -11.9% | -0.5% | -8.1% |
| YTD | -13.2% | -7.9% | -5.4% | -11.5% |
| 1Y | -2.9% | -11.1% | +8.2% | +0.8% |
| 3Y | +74.4% | +24.8% | +49.6% | +52.8% |
| 5Y | +13.3% | +52.4% | -39.1% | -8.2% |
| All | +3,125.8% | +127.7% | +2,998.2% | +2,274.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling