+74.4%
TSLA vs ALB
-14.4%
+88.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | +8.9% | -5.8% | +14.7% | +11.0% |
| 30D | +6.3% | -4.5% | +10.8% | +7.5% |
| 3M | +14.8% | -28.1% | +42.9% | +26.7% |
| 6M | -12.4% | -53.2% | +40.8% | +10.7% |
| YTD | -13.2% | -33.3% | +20.1% | -5.7% |
| 1Y | -2.9% | -17.4% | +14.5% | -3.2% |
| 3Y | +74.4% | -14.1% | +88.6% | +53.5% |
| All | +74.4% | -14.4% | +88.9% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling