+1,928.0%
TSLA vs ALC
+21.6%
+1,906.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +5.9% | +5.1% |
| 7D | +3.4% | -3.7% | +7.1% | +5.7% |
| 30D | +12.0% | -3.7% | +15.8% | +14.6% |
| 3M | -10.0% | +4.6% | -14.5% | -13.2% |
| 6M | -7.2% | -14.6% | +7.4% | +0.3% |
| YTD | -18.1% | -11.9% | -6.3% | -13.7% |
| 1Y | +6.3% | -13.1% | +19.4% | +12.5% |
| 3Y | +48.2% | -15.0% | +63.2% | +54.8% |
| 5Y | +46.5% | -16.2% | +62.7% | +52.3% |
| All | +1,928.0% | +21.6% | +1,906.4% | +1,532.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling