+15.5%
TSLA vs TE
-82.5%
+98.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.2% |
| 7D | +8.9% | -19.1% | +28.0% | +13.2% |
| 30D | +6.3% | -34.1% | +40.4% | +14.1% |
| 3M | +14.8% | -60.1% | +74.9% | +34.6% |
| 6M | -12.4% | -66.0% | +53.6% | +1.4% |
| YTD | -13.2% | -71.4% | +58.2% | -0.8% |
| 1Y | -2.9% | -45.3% | +42.3% | -5.4% |
| 3Y | +74.4% | +9.1% | +65.3% | +10.5% |
| All | +15.5% | -82.5% | +98.0% | +20.0% |
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