+2,973.5%
TSLA vs BA
+27.6%
+2,945.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | -0.8% | -8.9% | +8.2% | +2.8% |
| 3M | +14.8% | -25.5% | +40.3% | +29.4% |
| 6M | -11.3% | -27.0% | +15.6% | +0.3% |
| YTD | -15.6% | -20.1% | +4.6% | -8.7% |
| 1Y | -14.7% | -11.0% | -3.7% | -12.5% |
| 3Y | +76.9% | -11.8% | +88.8% | +79.2% |
| 5Y | +6.7% | -20.6% | +27.3% | +9.2% |
| 10Y | +2,973.5% | +26.6% | +2,946.9% | +3,013.4% |
| All | +2,973.5% | +27.6% | +2,945.8% | +3,013.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling