+109.6%
TSLA vs ALAB
+449.6%
-340.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.9% | +10.9% | +5.4% |
| 7D | +3.4% | +3.2% | +0.2% | +2.4% |
| 30D | +12.0% | -13.6% | +25.6% | +14.8% |
| 3M | -10.0% | -16.6% | +6.6% | -8.3% |
| 6M | -7.2% | +142.3% | -149.5% | -24.9% |
| YTD | -18.1% | +73.6% | -91.8% | -30.6% |
| 1Y | +6.3% | +33.7% | -27.4% | -6.9% |
| All | +109.6% | +449.6% | -340.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 10y: compounded portfolio wealth divided by compounded ALAB 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…
10y analysis · Full analysis span regression · 6 months rolling