+2,883.7%
TSLA vs ALK
-37.5%
+2,921.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.1% | -1.6% | +2.9% |
| 7D | -6.4% | +8.9% | -15.3% | -9.5% |
| 30D | -1.2% | +5.9% | -7.2% | -3.8% |
| 3M | +15.1% | -16.5% | +31.6% | +21.7% |
| 6M | -11.7% | +2.1% | -13.8% | -14.9% |
| YTD | -15.9% | -17.1% | +1.2% | -13.9% |
| 1Y | -12.0% | -2.9% | -9.1% | -15.7% |
| 3Y | +80.0% | +24.5% | +55.6% | +52.5% |
| 5Y | +10.8% | -29.1% | +39.9% | +13.8% |
| 10Y | +2,883.7% | -39.1% | +2,922.8% | +2,882.7% |
| All | +2,883.7% | -37.5% | +2,921.1% | +2,882.7% |
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