+2,664.3%
TSLA vs TEL
+316.2%
+2,348.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -2.3% |
| 7D | +3.2% | +1.6% | +1.6% | +1.8% |
| 30D | +11.6% | -0.7% | +12.2% | +11.8% |
| 3M | -8.4% | +2.4% | -10.9% | -10.8% |
| 6M | -10.4% | +4.1% | -14.5% | -15.7% |
| YTD | -18.7% | -5.8% | -12.9% | -18.3% |
| 1Y | -0.9% | +0.9% | -1.8% | -6.7% |
| 3Y | +33.6% | +72.6% | -39.0% | -20.5% |
| 5Y | +48.9% | +57.5% | -8.6% | -3.8% |
| All | +2,664.3% | +316.2% | +2,348.1% | +911.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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