+46.2%
TSLA vs TE
-43.0%
+89.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.5% |
| 7D | +3.0% | +15.0% | -12.0% | +0.2% |
| 30D | +11.2% | -7.5% | +18.7% | +12.3% |
| 3M | -7.3% | -42.0% | +34.7% | +0.7% |
| 6M | -7.7% | -31.4% | +23.7% | -7.2% |
| YTD | -18.2% | -26.5% | +8.3% | -21.0% |
| 1Y | +6.0% | +153.1% | -147.1% | -27.5% |
| 3Y | +48.0% | -20.7% | +68.7% | +16.1% |
| 5Y | +46.2% | -45.4% | +91.6% | +17.3% |
| All | +46.2% | -43.0% | +89.2% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling