+15.5%
TSLA vs ALLY
-10.0%
+25.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.3% |
| 7D | +8.9% | +0.4% | +8.6% | +8.7% |
| 30D | +6.3% | +5.2% | +1.0% | +3.0% |
| 3M | +14.8% | -13.3% | +28.1% | +23.9% |
| 6M | -12.4% | -6.7% | -5.7% | -9.3% |
| YTD | -13.2% | -12.8% | -0.4% | -7.7% |
| 1Y | -2.9% | +0.7% | -3.6% | -5.5% |
| 3Y | +74.4% | +65.2% | +9.2% | +24.5% |
| All | +15.5% | -10.0% | +25.5% | +16.0% |
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 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