+46.5%
TSLA vs AG
+65.4%
-18.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.1% |
| 7D | +3.4% | +4.5% | -1.1% | +2.7% |
| 30D | +12.0% | +12.9% | -0.8% | +9.9% |
| 3M | -10.0% | +20.9% | -30.9% | -12.8% |
| 6M | -7.2% | -19.5% | +12.3% | -5.6% |
| YTD | -18.1% | +24.8% | -42.9% | -22.2% |
| 1Y | +6.3% | +120.2% | -114.0% | -7.1% |
| 3Y | +48.2% | +279.0% | -230.9% | +14.0% |
| 5Y | +46.5% | +67.9% | -21.4% | +26.2% |
| All | +46.5% | +65.4% | -18.9% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling