+33.6%
TSLA vs AGG
+12.5%
+21.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +3.2% | -1.1% | +4.3% | +4.7% |
| 30D | +11.6% | -1.1% | +12.7% | +13.4% |
| 3M | -8.4% | -1.9% | -6.5% | -5.9% |
| 6M | -10.4% | -1.7% | -8.7% | -8.1% |
| YTD | -18.7% | -1.3% | -17.4% | -17.1% |
| 1Y | -0.9% | -0.7% | -0.2% | +0.5% |
| 3Y | +33.6% | +12.5% | +21.1% | +10.1% |
| All | +33.6% | +12.5% | +21.1% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 3y: compounded portfolio wealth divided by compounded AGG 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…
3y analysis · Full analysis span regression · 6 months rolling