+2,698.1%
TSLA vs ALLY
+178.4%
+2,519.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +5.5% |
| 7D | +3.4% | +1.0% | +2.4% | +2.8% |
| 30D | +12.0% | -3.3% | +15.3% | +13.7% |
| 3M | -10.0% | +0.5% | -10.4% | -10.0% |
| 6M | -7.2% | +12.6% | -19.8% | -12.5% |
| YTD | -18.1% | -4.7% | -13.5% | -17.1% |
| 1Y | +6.3% | +5.2% | +1.1% | +2.4% |
| 3Y | +48.2% | +66.5% | -18.3% | +15.4% |
| 5Y | +46.5% | +0.2% | +46.3% | +36.3% |
| 10Y | +2,698.1% | +180.8% | +2,517.4% | +1,741.0% |
| All | +2,698.1% | +178.4% | +2,519.7% | +1,741.0% |
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