+22,131.9%
TSLA vs BA
+306.9%
+21,825.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.3% |
| 7D | +1.5% | +1.2% | +0.4% | +1.0% |
| 30D | +10.1% | -11.6% | +21.7% | +16.4% |
| 3M | -15.4% | -2.4% | -13.0% | -14.8% |
| 6M | -12.8% | -6.6% | -6.1% | -10.9% |
| YTD | -21.3% | -2.2% | -19.0% | -21.5% |
| 1Y | +4.6% | -8.0% | +12.6% | +6.5% |
| 3Y | +44.5% | -5.0% | +49.5% | +42.4% |
| 5Y | +44.8% | -2.7% | +47.5% | +36.7% |
| 10Y | +2,585.4% | +75.9% | +2,509.5% | +1,448.7% |
| All | +22,131.9% | +306.9% | +21,825.0% | +6,774.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling