+2,698.1%
TSLA vs ALB
+78.9%
+2,619.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +2.9% |
| 7D | +3.4% | -4.4% | +7.8% | +5.2% |
| 30D | +12.0% | -1.2% | +13.2% | +12.3% |
| 3M | -10.0% | -13.3% | +3.3% | -5.4% |
| 6M | -7.2% | -19.8% | +12.6% | -1.4% |
| YTD | -18.1% | -7.9% | -10.2% | -19.5% |
| 1Y | +6.3% | +60.2% | -53.9% | -20.7% |
| 3Y | +48.2% | -26.4% | +74.6% | +42.2% |
| 5Y | +46.5% | -42.5% | +89.0% | +51.8% |
| 10Y | +2,698.1% | +83.0% | +2,615.1% | +1,603.6% |
| All | +2,698.1% | +78.9% | +2,619.2% | +1,603.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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