+4.6%
TSLA vs BAC
+27.5%
-22.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.4% | -5.8% |
| 7D | +1.5% | +0.6% | +1.0% | +1.4% |
| 30D | +10.1% | -0.9% | +11.0% | +10.3% |
| 3M | -15.4% | +16.3% | -31.7% | -19.1% |
| 6M | -12.8% | +26.0% | -38.7% | -19.1% |
| YTD | -21.3% | +15.2% | -36.5% | -25.0% |
| 1Y | +4.6% | +26.5% | -21.9% | -2.5% |
| All | +4.6% | +27.5% | -22.9% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 1y: compounded portfolio wealth divided by compounded BAC 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…
1y analysis · Full analysis span regression · 6 months rolling