-7.6%
TSLA vs ACGL
+159.2%
-166.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +4.9% |
| 7D | -10.4% | +0.9% | -11.3% | -10.6% |
| 30D | -5.2% | +13.7% | -18.9% | -8.1% |
| 3M | +12.1% | +8.0% | +4.1% | +9.9% |
| 6M | -10.2% | +13.3% | -23.4% | -13.6% |
| YTD | -20.3% | +11.8% | -32.2% | -23.5% |
| 1Y | -19.7% | +22.2% | -41.9% | -25.3% |
| 3Y | +63.4% | +32.5% | +30.9% | +44.4% |
| All | -7.6% | +159.2% | -166.8% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling