+2,650.1%
TSLA vs AA
+123.1%
+2,527.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | +0.3% |
| 7D | -3.4% | -5.4% | +2.0% | -1.7% |
| 30D | +9.2% | -10.7% | +19.9% | +13.0% |
| 3M | -4.7% | -26.2% | +21.4% | +4.1% |
| 6M | -8.9% | -20.9% | +12.0% | -3.8% |
| YTD | -19.2% | -8.6% | -10.5% | -19.2% |
| 1Y | +4.5% | +57.4% | -52.9% | -13.0% |
| 3Y | +46.3% | +77.8% | -31.5% | +12.0% |
| 5Y | +48.1% | +2.7% | +45.5% | +23.7% |
| All | +2,650.1% | +123.1% | +2,527.0% | +1,450.7% |
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