+15.5%
TSLA vs TEL
+42.2%
-26.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.2% |
| 7D | +8.9% | +4.5% | +4.4% | +4.9% |
| 30D | +6.3% | +2.9% | +3.4% | +3.9% |
| 3M | +14.8% | +1.1% | +13.6% | +13.2% |
| 6M | -12.4% | +5.0% | -17.4% | -16.8% |
| YTD | -13.2% | -3.9% | -9.4% | -14.6% |
| 1Y | -2.9% | -7.4% | +4.5% | -1.9% |
| 3Y | +74.4% | +81.0% | -6.6% | -15.7% |
| All | +15.5% | +42.2% | -26.6% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling