-7.7%
TSLA vs ALM
+7.9%
-15.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +2.8% |
| 7D | +15.6% | -4.0% | +19.7% | +16.3% |
| 30D | +5.9% | -30.5% | +36.4% | +11.8% |
| 3M | +21.4% | -46.9% | +68.3% | +32.6% |
| 6M | -8.3% | -65.5% | +57.2% | +4.4% |
| YTD | -11.6% | -13.4% | +1.8% | -12.1% |
| 1Y | -7.7% | +9.8% | -17.5% | -11.7% |
| All | -7.7% | +7.9% | -15.6% | -11.7% |
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