+1,046.4%
TSLA vs TE
-52.9%
+1,099.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +11.6% | -5.9% | +17.5% | +12.4% |
| 3M | -8.4% | -45.6% | +37.1% | +0.5% |
| 6M | -10.4% | -43.4% | +33.0% | -6.4% |
| YTD | -18.7% | -31.0% | +12.2% | -20.4% |
| 1Y | -0.9% | +145.2% | -146.1% | -30.8% |
| 3Y | +33.6% | -24.1% | +57.6% | +3.8% |
| 5Y | +48.9% | -48.1% | +97.0% | +22.6% |
| All | +1,046.4% | -52.9% | +1,099.3% | +967.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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