+76.9%
TSLA vs BA
-11.1%
+88.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -4.7% | 0.0% | -4.7% | -4.6% |
| 30D | -0.8% | -8.9% | +8.2% | +3.5% |
| 3M | +14.8% | -25.5% | +40.3% | +32.9% |
| 6M | -11.3% | -27.0% | +15.6% | +3.2% |
| YTD | -15.6% | -20.1% | +4.6% | -7.6% |
| 1Y | -14.7% | -11.0% | -3.7% | -13.1% |
| 3Y | +76.9% | -11.8% | +88.8% | +67.3% |
| All | +76.9% | -11.1% | +88.0% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling