+1,010.8%
TSLA vs TE
-53.0%
+1,063.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.2% |
| 7D | +1.5% | -4.0% | +5.5% | +2.2% |
| 30D | +10.1% | -15.9% | +26.0% | +13.1% |
| 3M | -15.4% | -60.5% | +45.2% | -1.7% |
| 6M | -12.8% | -35.2% | +22.4% | -11.3% |
| YTD | -21.3% | -31.1% | +9.9% | -22.8% |
| 1Y | +4.6% | +148.6% | -144.1% | -27.2% |
| 3Y | +44.5% | -26.4% | +70.9% | +13.4% |
| 5Y | +44.8% | -48.0% | +92.8% | +19.3% |
| All | +1,010.8% | -53.0% | +1,063.7% | +936.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling