+34.4%
TSLA vs TEL
+65.7%
-31.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +3.0% | +1.2% | +1.8% | +2.1% |
| 30D | +11.2% | -4.1% | +15.3% | +14.2% |
| 3M | -7.3% | -2.6% | -4.7% | -6.0% |
| 6M | -7.7% | 0.0% | -7.8% | -10.6% |
| YTD | -18.2% | -9.1% | -9.2% | -15.8% |
| 1Y | +6.0% | -0.8% | +6.8% | -0.5% |
| All | +34.4% | +65.7% | -31.3% | -25.9% |
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