+22,131.9%
TSLA vs AG
+422.8%
+21,709.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -4.0% | -5.7% |
| 7D | +1.5% | +1.0% | +0.5% | +1.4% |
| 30D | +10.1% | +19.2% | -9.1% | +7.8% |
| 3M | -15.4% | +6.2% | -21.5% | -16.2% |
| 6M | -12.8% | -26.7% | +13.9% | -10.4% |
| YTD | -21.3% | +26.1% | -47.4% | -24.5% |
| 1Y | +4.6% | +131.7% | -127.1% | -6.8% |
| 3Y | +44.5% | +255.3% | -210.8% | +18.3% |
| 5Y | +44.8% | +61.9% | -17.1% | +25.5% |
| 10Y | +2,585.4% | +72.0% | +2,513.4% | +2,064.1% |
| All | +22,131.9% | +422.8% | +21,709.0% | +15,297.9% |
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 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