+2,883.7%
TSLA vs ALLY
+201.0%
+2,682.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.1% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | -1.2% | +3.4% | -4.7% | -2.9% |
| 3M | +15.1% | -11.1% | +26.1% | +21.0% |
| 6M | -11.7% | -11.5% | -0.3% | -7.1% |
| YTD | -15.9% | -12.3% | -3.6% | -11.8% |
| 1Y | -12.0% | +1.1% | -13.1% | -13.7% |
| 3Y | +80.0% | +64.8% | +15.2% | +40.9% |
| 5Y | +10.8% | -6.9% | +17.7% | +6.7% |
| 10Y | +2,883.7% | +194.9% | +2,688.7% | +1,943.2% |
| All | +2,883.7% | +201.0% | +2,682.6% | +1,943.2% |
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