+3,125.8%
TSLA vs AA
+42.1%
+3,083.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.3% |
| 7D | +8.9% | +0.5% | +8.4% | +8.7% |
| 30D | +6.3% | -0.6% | +6.9% | +6.6% |
| 3M | +14.8% | -19.7% | +34.4% | +23.0% |
| 6M | -12.4% | -41.6% | +29.2% | +2.9% |
| YTD | -13.2% | -24.6% | +11.4% | -7.8% |
| 1Y | -2.9% | +4.9% | -7.8% | -7.7% |
| 3Y | +74.4% | +66.8% | +7.6% | +36.5% |
| 5Y | +13.3% | -19.4% | +32.7% | +2.8% |
| All | +3,125.8% | +42.1% | +3,083.7% | +1,767.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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