+126.3%
TSLA vs ALAB
+333.4%
-207.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +2.0% |
| 7D | +15.6% | +26.9% | -11.3% | +10.0% |
| 30D | +5.9% | -30.0% | +35.9% | +12.9% |
| 3M | +21.4% | -28.5% | +49.9% | +27.5% |
| 6M | -8.3% | +11.4% | -19.7% | -13.3% |
| YTD | -11.6% | +36.9% | -48.5% | -22.5% |
| 1Y | -7.7% | +44.4% | -52.1% | -21.0% |
| All | +126.3% | +333.4% | -207.1% | +39.4% |
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