+63.4%
TSLA vs ALB
-16.8%
+80.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.9% |
| 7D | -10.4% | +9.1% | -19.5% | -13.1% |
| 30D | -5.2% | -3.4% | -1.8% | -4.4% |
| 3M | +12.1% | -20.6% | +32.7% | +20.0% |
| 6M | -10.2% | -48.2% | +38.0% | +10.0% |
| YTD | -20.3% | -29.2% | +8.9% | -15.0% |
| 1Y | -19.7% | +10.0% | -29.7% | -28.3% |
| 3Y | +63.4% | -12.9% | +76.3% | +42.7% |
| All | +63.4% | -16.8% | +80.2% | +42.7% |
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