+3,009.1%
TSLA vs BA
+28.0%
+2,981.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.6% |
| 7D | +1.5% | -1.4% | +2.9% | +2.2% |
| 30D | +3.4% | -7.9% | +11.3% | +6.6% |
| 3M | +17.4% | -25.2% | +42.6% | +32.2% |
| 6M | -12.2% | -26.7% | +14.6% | -0.7% |
| YTD | -13.1% | -19.6% | +6.5% | -6.3% |
| 1Y | -11.1% | -10.6% | -0.5% | -9.0% |
| 3Y | +82.1% | -11.2% | +93.3% | +83.9% |
| 5Y | +10.3% | -20.4% | +30.7% | +12.7% |
| 10Y | +3,009.1% | +26.8% | +2,982.4% | +3,044.8% |
| All | +3,009.1% | +28.0% | +2,981.2% | +3,044.8% |
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