+22,131.9%
TSLA vs BAC
+446.4%
+21,685.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.9% | -5.9% |
| 7D | +1.5% | +1.1% | +0.4% | +1.0% |
| 30D | +10.1% | -0.4% | +10.5% | +10.1% |
| 3M | -15.4% | +16.9% | -32.3% | -21.3% |
| 6M | -12.8% | +26.6% | -39.4% | -22.0% |
| YTD | -21.3% | +15.8% | -37.1% | -26.9% |
| 1Y | +4.6% | +27.2% | -22.6% | -7.1% |
| 3Y | +44.5% | +132.4% | -87.9% | -0.7% |
| 5Y | +44.8% | +72.6% | -27.8% | +12.7% |
| 10Y | +2,585.4% | +389.7% | +2,195.7% | +1,237.2% |
| All | +22,131.9% | +446.4% | +21,685.5% | +9,069.6% |
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