+2,681.1%
TSLA vs ALLY
+189.4%
+2,491.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +5.0% |
| 7D | -10.4% | +0.9% | -11.3% | -10.8% |
| 30D | -5.2% | +3.1% | -8.3% | -6.7% |
| 3M | +12.1% | -12.6% | +24.7% | +18.7% |
| 6M | -10.2% | -12.4% | +2.3% | -5.0% |
| YTD | -20.3% | -13.2% | -7.2% | -16.1% |
| 1Y | -19.7% | +1.8% | -21.5% | -21.5% |
| 3Y | +63.4% | +58.0% | +5.4% | +30.3% |
| 5Y | -12.1% | -8.4% | -3.6% | -14.7% |
| All | +2,681.1% | +189.4% | +2,491.7% | +1,846.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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