+24,440.0%
TSLA vs AG
+268.3%
+24,171.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.1% | +3.0% |
| 7D | +1.5% | -4.0% | +5.5% | +2.0% |
| 30D | +3.4% | -13.1% | +16.5% | +5.0% |
| 3M | +17.4% | -22.0% | +39.5% | +20.5% |
| 6M | -12.2% | -37.3% | +25.1% | -7.9% |
| YTD | -13.1% | -11.2% | -1.9% | -13.3% |
| 1Y | -11.1% | +23.9% | -35.0% | -14.8% |
| 3Y | +82.1% | +225.1% | -143.1% | +51.3% |
| 5Y | +10.3% | +7.7% | +2.5% | 0.0% |
| 10Y | +3,009.1% | +86.9% | +2,922.3% | +2,409.7% |
| All | +24,440.0% | +268.3% | +24,171.7% | +17,565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling