+4.6%
TSLA vs BA
-8.9%
+13.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.2% |
| 7D | +1.5% | +1.2% | +0.4% | +1.1% |
| 30D | +10.1% | -11.6% | +21.7% | +14.5% |
| 3M | -15.4% | -2.4% | -13.0% | -14.8% |
| 6M | -12.8% | -6.6% | -6.1% | -12.3% |
| YTD | -21.3% | -2.2% | -19.0% | -21.2% |
| 1Y | +4.6% | -8.0% | +12.6% | +2.2% |
| All | +4.6% | -8.9% | +13.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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