+40.8%
TSLA vs ALB
-29.2%
+70.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | -4.4% |
| 7D | +1.5% | -8.1% | +9.6% | +4.3% |
| 30D | +10.1% | +6.3% | +3.9% | +7.6% |
| 3M | -15.4% | -23.6% | +8.2% | -8.0% |
| 6M | -12.8% | -24.6% | +11.8% | -6.3% |
| YTD | -21.3% | -10.3% | -11.0% | -21.9% |
| 1Y | +4.6% | +61.5% | -56.9% | -20.2% |
| All | +40.8% | -29.2% | +70.0% | +46.9% |
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