+2,681.1%
TSLA vs BA
+33.2%
+2,647.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | -10.4% | +1.1% | -11.5% | -10.7% |
| 30D | -5.2% | -7.9% | +2.7% | -2.2% |
| 3M | +12.1% | -25.3% | +37.4% | +26.3% |
| 6M | -10.2% | -24.6% | +14.4% | +0.3% |
| YTD | -20.3% | -20.1% | -0.2% | -13.9% |
| 1Y | -19.7% | -11.8% | -7.9% | -17.3% |
| 3Y | +63.4% | -10.1% | +73.5% | +64.2% |
| 5Y | -12.1% | -22.7% | +10.7% | -9.1% |
| All | +2,681.1% | +33.2% | +2,647.9% | +3,112.7% |
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