+3,185.6%
TSLA vs ALLY
+172.1%
+3,013.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +15.6% | -2.1% | +17.8% | +16.7% |
| 30D | +5.9% | +2.0% | +3.9% | +4.8% |
| 3M | +21.4% | -13.3% | +34.7% | +29.1% |
| 6M | -8.3% | -9.9% | +1.5% | -4.2% |
| YTD | -11.6% | -13.5% | +1.9% | -6.7% |
| 1Y | -7.7% | -2.8% | -4.9% | -7.8% |
| 3Y | +85.2% | +63.4% | +21.7% | +45.2% |
| 5Y | +15.4% | -10.9% | +26.2% | +13.0% |
| All | +3,185.6% | +172.1% | +3,013.6% | +1,983.1% |
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