+41.1%
TSLA vs ALLY
+1.6%
+39.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.1% |
| 7D | +1.5% | +3.7% | -2.1% | -0.5% |
| 30D | +10.1% | -2.3% | +12.4% | +11.6% |
| 3M | -15.4% | +3.8% | -19.2% | -17.0% |
| 6M | -12.8% | +9.7% | -22.5% | -17.7% |
| YTD | -21.3% | -1.4% | -19.9% | -21.5% |
| 1Y | +4.6% | +8.2% | -3.6% | -1.9% |
| 3Y | +44.5% | +66.5% | -22.0% | +3.6% |
| All | +41.1% | +1.6% | +39.5% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling