-7.6%
TSLA vs BAC
+18.0%
-25.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.7% |
| 7D | -10.4% | -1.2% | -9.2% | -9.6% |
| 30D | -5.2% | -7.7% | +2.5% | +0.4% |
| 3M | +12.1% | -21.2% | +33.3% | +32.9% |
| 6M | -10.2% | -6.8% | -3.3% | -6.7% |
| YTD | -20.3% | -8.7% | -11.6% | -16.6% |
| 1Y | -19.7% | -5.3% | -14.4% | -18.3% |
| 3Y | +63.4% | +87.4% | -24.1% | -2.7% |
| All | -7.6% | +18.0% | -25.6% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling