+5,157.6%
TSLA vs ALM
+3,507.4%
+1,650.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +4.2% |
| 7D | -10.4% | -6.7% | -3.7% | -10.4% |
| 30D | -5.2% | -32.9% | +27.7% | -4.9% |
| 3M | +12.1% | -39.5% | +51.6% | +12.5% |
| 6M | -10.2% | -62.0% | +51.8% | -9.6% |
| YTD | -20.3% | -7.8% | -12.5% | -20.4% |
| 1Y | -19.7% | +26.7% | -46.3% | -19.9% |
| 3Y | +63.4% | +825.4% | -762.0% | +60.7% |
| 5Y | -12.1% | +401.2% | -413.3% | -13.4% |
| 10Y | +2,719.7% | +2,074.0% | +645.7% | +2,648.2% |
| All | +5,157.6% | +3,507.4% | +1,650.2% | +4,893.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling