+3,125.8%
TSLA vs ALK
-45.9%
+3,171.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.3% |
| 7D | +8.9% | -1.2% | +10.1% | +9.3% |
| 30D | +6.3% | +7.7% | -1.4% | +2.7% |
| 3M | +14.8% | -19.0% | +33.8% | +22.8% |
| 6M | -12.4% | -0.2% | -12.2% | -14.8% |
| YTD | -13.2% | -23.5% | +10.3% | -8.5% |
| 1Y | -2.9% | -9.1% | +6.2% | -4.8% |
| 3Y | +74.4% | +12.0% | +62.4% | +53.3% |
| 5Y | +13.3% | -30.9% | +44.1% | +17.9% |
| All | +3,125.8% | -45.9% | +3,171.8% | +3,099.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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