+22,994.0%
TSLA vs AGG
+42.2%
+22,951.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | +11.2% | -0.2% | +11.4% | +11.3% |
| 3M | -7.3% | -0.7% | -6.6% | -6.8% |
| 6M | -7.7% | -1.8% | -6.0% | -6.7% |
| YTD | -18.2% | -0.6% | -17.6% | -17.8% |
| 1Y | +6.0% | +0.4% | +5.6% | +6.0% |
| 3Y | +48.0% | +13.2% | +34.8% | +39.5% |
| 5Y | +46.2% | -2.0% | +48.1% | +38.1% |
| 10Y | +2,737.0% | +15.1% | +2,721.9% | +2,961.5% |
| All | +22,994.0% | +42.2% | +22,951.7% | +35,982.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling