+1,850.4%
TSLA vs ALC
+24.0%
+1,826.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -4.6% |
| 7D | +1.5% | -2.1% | +3.6% | +2.9% |
| 30D | +10.1% | -0.1% | +10.2% | +10.2% |
| 3M | -15.4% | +5.9% | -21.3% | -19.0% |
| 6M | -12.8% | -15.9% | +3.2% | -4.6% |
| YTD | -21.3% | -10.1% | -11.2% | -17.9% |
| 1Y | +4.6% | -10.2% | +14.8% | +8.6% |
| 3Y | +44.5% | -13.6% | +58.1% | +49.6% |
| 5Y | +44.8% | -15.1% | +59.9% | +49.6% |
| All | +1,850.4% | +24.0% | +1,826.4% | +1,452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling