-13.3%
TSLA vs ALC
+4.2%
-17.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.8% | -10.2% | -3.2% |
| 7D | -4.7% | +10.7% | -15.4% | -4.6% |
| 30D | +1.7% | +20.2% | -18.5% | +1.6% |
| 3M | +17.7% | +8.9% | +8.8% | +18.2% |
| 6M | -1.9% | +5.7% | -7.6% | +0.2% |
| YTD | -14.3% | -1.4% | -12.9% | -10.2% |
| 1Y | -13.3% | +4.7% | -18.0% | -8.8% |
| All | -13.3% | +4.2% | -17.5% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling