+2,698.1%
TSLA vs ALK
-38.6%
+2,736.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.1% | +5.1% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | +12.0% | -18.5% | +30.5% | +20.4% |
| 3M | -10.0% | -3.6% | -6.4% | -10.3% |
| 6M | -7.2% | -3.7% | -3.5% | -8.6% |
| YTD | -18.1% | -19.0% | +0.9% | -14.8% |
| 1Y | +6.3% | -36.0% | +42.3% | +20.3% |
| 3Y | +48.2% | +2.3% | +45.8% | +36.1% |
| 5Y | +46.5% | -27.8% | +74.3% | +50.5% |
| 10Y | +2,698.1% | -39.0% | +2,737.1% | +2,577.7% |
| All | +2,698.1% | -38.6% | +2,736.7% | +2,577.7% |
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