-13.3%
TSLA vs BAH
+6.2%
-19.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.3% |
| 7D | -4.7% | +5.8% | -10.5% | -4.7% |
| 30D | +1.7% | +28.7% | -27.0% | +1.9% |
| 3M | +17.7% | +20.9% | -3.2% | +18.0% |
| 6M | -1.9% | +15.2% | -17.0% | -0.6% |
| YTD | -14.3% | +7.1% | -21.4% | -10.7% |
| 1Y | -13.3% | +6.4% | -19.7% | -12.1% |
| All | -13.3% | +6.2% | -19.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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