+2,973.5%
TSLA vs BAH
+210.6%
+2,762.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.2% |
| 7D | -4.7% | +0.5% | -5.2% | -5.0% |
| 30D | -0.8% | +18.2% | -19.0% | -5.9% |
| 3M | +14.8% | +13.1% | +1.7% | +10.1% |
| 6M | -11.3% | +15.2% | -26.5% | -16.3% |
| YTD | -15.6% | +6.0% | -21.6% | -19.2% |
| 1Y | -14.7% | +3.1% | -17.8% | -18.0% |
| 3Y | +76.9% | -26.2% | +103.1% | +84.6% |
| 5Y | +6.7% | +9.3% | -2.6% | -8.1% |
| 10Y | +2,973.5% | +212.3% | +2,761.2% | +1,833.0% |
| All | +2,973.5% | +210.6% | +2,762.9% | +1,833.0% |
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