+2,973.5%
TSLA vs ALB
+34.3%
+2,939.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +2.2% |
| 7D | -4.7% | +5.3% | -10.0% | -7.0% |
| 30D | -0.8% | -6.3% | +5.5% | +1.4% |
| 3M | +14.8% | -27.4% | +42.2% | +29.4% |
| 6M | -11.3% | -53.1% | +41.7% | +18.7% |
| YTD | -15.6% | -32.3% | +16.8% | -6.6% |
| 1Y | -14.7% | -7.3% | -7.4% | -18.7% |
| 3Y | +76.9% | -14.9% | +91.9% | +55.1% |
| 5Y | +6.7% | -62.0% | +68.7% | +30.0% |
| 10Y | +2,973.5% | +33.0% | +2,940.5% | +1,972.2% |
| All | +2,973.5% | +34.3% | +2,939.2% | +1,972.2% |
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