+2,698.1%
TSLA vs BAC
+394.6%
+2,303.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.2% |
| 7D | +3.4% | +1.2% | +2.2% | +2.8% |
| 30D | +12.0% | -0.7% | +12.8% | +12.3% |
| 3M | -10.0% | +16.9% | -26.9% | -17.4% |
| 6M | -7.2% | +29.6% | -36.8% | -19.7% |
| YTD | -18.1% | +15.3% | -33.4% | -24.8% |
| 1Y | +6.3% | +28.8% | -22.5% | -8.4% |
| 3Y | +48.2% | +136.4% | -88.2% | -5.6% |
| 5Y | +46.5% | +72.9% | -26.4% | +8.0% |
| 10Y | +2,698.1% | +391.8% | +2,306.4% | +1,537.9% |
| All | +2,698.1% | +394.6% | +2,303.6% | +1,537.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling