+3,125.8%
TSLA vs AG
+76.0%
+3,049.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | +8.9% | -10.0% | +18.9% | +10.4% |
| 30D | +6.3% | -10.5% | +16.8% | +7.7% |
| 3M | +14.8% | -27.3% | +42.0% | +19.3% |
| 6M | -12.4% | -43.0% | +30.6% | -6.5% |
| YTD | -13.2% | -17.9% | +4.7% | -12.6% |
| 1Y | -2.9% | +11.9% | -14.8% | -6.1% |
| 3Y | +74.4% | +201.8% | -127.4% | +42.8% |
| 5Y | +13.3% | -0.1% | +13.3% | +2.6% |
| All | +3,125.8% | +76.0% | +3,049.8% | +2,609.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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