-13.3%
TSLA vs ALM
+44.8%
-58.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.5% |
| 7D | -4.7% | -6.4% | +1.7% | -3.8% |
| 30D | +1.7% | -35.0% | +36.7% | +7.8% |
| 3M | +17.7% | -33.8% | +51.5% | +23.7% |
| 6M | -1.9% | -55.0% | +53.2% | +7.0% |
| YTD | -14.3% | -0.2% | -14.1% | -14.6% |
| 1Y | -13.3% | +41.8% | -55.1% | -16.8% |
| All | -13.3% | +44.8% | -58.1% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling