+10.8%
TSLA vs AA
-9.6%
+20.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.8% | -0.2% | +3.6% |
| 7D | -6.4% | +4.8% | -11.2% | -7.7% |
| 30D | -1.2% | -0.6% | -0.6% | -0.9% |
| 3M | +15.1% | -16.3% | +31.3% | +21.7% |
| 6M | -11.7% | -33.4% | +21.7% | -0.4% |
| YTD | -15.9% | -20.7% | +4.8% | -12.1% |
| 1Y | -12.0% | +12.9% | -24.9% | -18.8% |
| 3Y | +80.0% | +75.7% | +4.3% | +36.8% |
| 5Y | +10.8% | -6.8% | +17.6% | -1.2% |
| All | +10.8% | -9.6% | +20.4% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling