+74.4%
TSLA vs TEL
+79.6%
-5.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | +8.9% | +4.5% | +4.4% | +5.6% |
| 30D | +6.3% | +2.9% | +3.4% | +4.4% |
| 3M | +14.8% | +1.1% | +13.6% | +13.7% |
| 6M | -12.4% | +5.0% | -17.4% | -15.7% |
| YTD | -13.2% | -3.9% | -9.4% | -14.0% |
| 1Y | -2.9% | -7.4% | +4.5% | -1.4% |
| 3Y | +74.4% | +81.0% | -6.6% | -6.7% |
| All | +74.4% | +79.6% | -5.2% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling