+46.5%
TSLA vs BAH
-2.8%
+49.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | +3.4% | -4.3% | +7.7% | +4.5% |
| 30D | +12.0% | -4.5% | +16.5% | +13.3% |
| 3M | -10.0% | -7.6% | -2.4% | -8.3% |
| 6M | -7.2% | -10.6% | +3.4% | -5.3% |
| YTD | -18.1% | -12.6% | -5.6% | -16.5% |
| 1Y | +6.3% | -27.0% | +33.3% | +14.2% |
| 3Y | +48.2% | -31.5% | +79.6% | +52.8% |
| 5Y | +46.5% | -3.8% | +50.3% | +17.3% |
| All | +46.5% | -2.8% | +49.3% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling