+2,089.3%
TSLA vs ALC
+26.4%
+2,063.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.2% |
| 7D | +15.6% | -6.2% | +21.8% | +19.7% |
| 30D | +5.9% | +14.0% | -8.1% | -2.7% |
| 3M | +21.4% | -2.4% | +23.7% | +21.9% |
| 6M | -8.3% | +12.6% | -20.9% | -16.6% |
| YTD | -11.6% | -8.4% | -3.2% | -9.8% |
| 1Y | -7.7% | -9.1% | +1.4% | -5.4% |
| 3Y | +85.2% | -0.3% | +85.4% | +71.6% |
| 5Y | +15.4% | -9.9% | +25.3% | +14.4% |
| All | +2,089.3% | +26.4% | +2,063.0% | +1,605.4% |
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