+48.2%
TSLA vs BAH
-32.1%
+80.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.1% |
| 7D | +3.4% | -4.3% | +7.7% | +4.1% |
| 30D | +12.0% | -4.5% | +16.5% | +12.8% |
| 3M | -10.0% | -7.6% | -2.4% | -8.6% |
| 6M | -7.2% | -10.6% | +3.4% | -5.6% |
| YTD | -18.1% | -12.6% | -5.6% | -16.6% |
| 1Y | +6.3% | -27.0% | +33.3% | +12.4% |
| 3Y | +48.2% | -31.5% | +79.6% | +57.4% |
| All | +48.2% | -32.1% | +80.3% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling