+2,681.1%
TSLA vs ACGL
+337.7%
+2,343.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +5.1% |
| 7D | -10.4% | +0.9% | -11.3% | -10.7% |
| 30D | -5.2% | +13.7% | -18.9% | -9.2% |
| 3M | +12.1% | +8.0% | +4.1% | +9.0% |
| 6M | -10.2% | +13.3% | -23.4% | -14.7% |
| YTD | -20.3% | +11.8% | -32.2% | -24.5% |
| 1Y | -19.7% | +22.2% | -41.9% | -26.3% |
| 3Y | +63.4% | +32.5% | +30.9% | +42.7% |
| 5Y | -12.1% | +160.2% | -172.3% | -42.0% |
| All | +2,681.1% | +337.7% | +2,343.4% | +1,585.6% |
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