+22,391.8%
TSLA vs BAC
+330.8%
+22,061.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | -10.4% | -1.2% | -9.2% | -9.9% |
| 30D | -5.2% | -7.7% | +2.5% | -1.7% |
| 3M | +12.1% | -21.2% | +33.3% | +24.5% |
| 6M | -10.2% | -6.8% | -3.3% | -7.8% |
| YTD | -20.3% | -8.7% | -11.6% | -17.7% |
| 1Y | -19.7% | -5.3% | -14.4% | -18.4% |
| 3Y | +63.4% | +87.4% | -24.1% | +23.8% |
| 5Y | -12.1% | +18.9% | -31.0% | -19.8% |
| 10Y | +2,719.7% | +273.3% | +2,446.4% | +1,482.2% |
| All | +22,391.8% | +330.8% | +22,061.1% | +10,216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling