+46.5%
TSLA vs ALM
+1,033.0%
-986.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.8% | -4.8% | +3.4% |
| 7D | +3.4% | +8.4% | -5.0% | +2.8% |
| 30D | +12.0% | +34.8% | -22.8% | +9.6% |
| 3M | -10.0% | +16.2% | -26.2% | -11.4% |
| 6M | -7.2% | +2.1% | -9.3% | -8.5% |
| YTD | -18.1% | +117.0% | -135.2% | -22.5% |
| 1Y | +6.3% | +313.9% | -307.6% | -2.7% |
| 3Y | +48.2% | +2,327.9% | -2,279.8% | +16.5% |
| 5Y | +46.5% | +1,040.6% | -994.1% | +23.4% |
| All | +46.5% | +1,033.0% | -986.5% | +23.4% |
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