+2,737.0%
TSLA vs BAH
+186.6%
+2,550.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.0% | -1.3% | +4.4% | +3.5% |
| 30D | +11.2% | -6.6% | +17.8% | +13.5% |
| 3M | -7.3% | -7.2% | -0.1% | -5.6% |
| 6M | -7.7% | -10.0% | +2.2% | -6.0% |
| YTD | -18.2% | -12.5% | -5.8% | -16.7% |
| 1Y | +6.0% | -27.9% | +33.9% | +14.9% |
| 3Y | +48.0% | -31.4% | +79.4% | +56.2% |
| 5Y | +46.2% | -3.2% | +49.4% | +30.9% |
| 10Y | +2,737.0% | +191.5% | +2,545.6% | +1,867.8% |
| All | +2,737.0% | +186.6% | +2,550.4% | +1,867.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling