-7.6%
TSLA vs ALM
+396.4%
-404.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +4.1% |
| 7D | -10.4% | -6.7% | -3.7% | -9.9% |
| 30D | -5.2% | -32.9% | +27.7% | -2.4% |
| 3M | +12.1% | -39.5% | +51.6% | +15.9% |
| 6M | -10.2% | -62.0% | +51.8% | -4.9% |
| YTD | -20.3% | -7.8% | -12.5% | -20.0% |
| 1Y | -19.7% | +26.7% | -46.3% | -20.7% |
| 3Y | +63.4% | +825.4% | -762.0% | +38.5% |
| All | -7.6% | +396.4% | -404.0% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling