+3,125.8%
TSLA vs ACGL
+324.4%
+2,801.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -1.9% |
| 7D | +8.9% | +2.2% | +6.8% | +8.2% |
| 30D | +6.3% | +12.3% | -6.0% | +2.3% |
| 3M | +14.8% | +11.8% | +3.0% | +10.4% |
| 6M | -12.4% | +17.5% | -29.8% | -17.7% |
| YTD | -13.2% | +14.3% | -27.5% | -18.2% |
| 1Y | -2.9% | +18.2% | -21.1% | -9.7% |
| 3Y | +74.4% | +33.2% | +41.3% | +52.3% |
| 5Y | +13.3% | +174.3% | -161.0% | -26.7% |
| All | +3,125.8% | +324.4% | +2,801.5% | +1,835.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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