+2,737.0%
TSLA vs AG
+64.8%
+2,672.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | +11.2% | +12.5% | -1.3% | +9.4% |
| 3M | -7.3% | +28.2% | -35.4% | -10.4% |
| 6M | -7.7% | -18.8% | +11.1% | -6.3% |
| YTD | -18.2% | +27.4% | -45.6% | -21.9% |
| 1Y | +6.0% | +132.2% | -126.2% | -6.4% |
| 3Y | +48.0% | +286.9% | -238.8% | +18.0% |
| 5Y | +46.2% | +72.8% | -26.6% | +24.3% |
| 10Y | +2,737.0% | +74.6% | +2,662.4% | +2,265.9% |
| All | +2,737.0% | +64.8% | +2,672.2% | +2,265.9% |
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