-12.2%
TSLA vs AG
-34.8%
+22.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.1% | +3.3% |
| 7D | +1.5% | -4.0% | +5.5% | +2.8% |
| 30D | +3.4% | -13.1% | +16.5% | +7.9% |
| 3M | +17.4% | -22.0% | +39.5% | +25.9% |
| 6M | -12.2% | -37.3% | +25.1% | +0.2% |
| All | -12.2% | -34.8% | +22.6% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling