+2,681.1%
TSLA vs ALLE
+222.4%
+2,458.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.2% | +4.7% |
| 7D | -10.4% | -0.6% | -9.8% | -10.1% |
| 30D | -5.2% | +25.3% | -30.5% | -15.9% |
| 3M | +12.1% | +10.3% | +1.8% | +5.9% |
| 6M | -10.2% | +38.0% | -48.2% | -26.0% |
| YTD | -20.3% | +17.8% | -38.1% | -29.1% |
| 1Y | -19.7% | +13.6% | -33.3% | -27.2% |
| 3Y | +63.4% | +89.2% | -25.8% | +6.6% |
| 5Y | -12.1% | +51.1% | -63.1% | -35.6% |
| All | +2,681.1% | +222.4% | +2,458.6% | +1,275.5% |
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