+5,096.9%
TSLA vs ALM
+7,705.7%
-2,608.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.9% |
| 7D | +1.5% | -2.6% | +4.1% | +1.5% |
| 30D | +10.1% | +32.0% | -21.9% | +9.9% |
| 3M | -15.4% | -15.0% | -0.3% | -15.3% |
| 6M | -12.8% | -10.1% | -2.6% | -12.8% |
| YTD | -21.3% | +99.4% | -120.7% | -21.7% |
| 1Y | +4.6% | +316.4% | -311.8% | +3.5% |
| 3Y | +44.5% | +2,022.0% | -1,977.5% | +41.3% |
| 5Y | +44.8% | +941.2% | -896.4% | +41.9% |
| 10Y | +2,585.4% | +2,950.3% | -364.9% | +2,507.0% |
| All | +5,096.9% | +7,705.7% | -2,608.9% | +4,810.4% |
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