+3,009.1%
TSLA vs ALLE
+212.2%
+2,797.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.5% |
| 7D | +1.5% | -0.8% | +2.3% | +2.1% |
| 30D | +3.4% | +27.4% | -24.0% | -9.1% |
| 3M | +17.4% | +13.8% | +3.6% | +9.2% |
| 6M | -12.2% | +45.5% | -57.7% | -29.6% |
| YTD | -13.1% | +21.4% | -34.5% | -23.9% |
| 1Y | -11.1% | +15.4% | -26.5% | -20.0% |
| 3Y | +82.1% | +91.7% | -9.6% | +18.0% |
| 5Y | +10.3% | +54.5% | -44.3% | -20.2% |
| 10Y | +3,009.1% | +210.5% | +2,798.6% | +1,452.8% |
| All | +3,009.1% | +212.2% | +2,797.0% | +1,452.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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