+19,513.9%
TSLA vs BAH
+1,077.1%
+18,436.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +1.5% | -1.6% | +3.1% | +1.8% |
| 30D | +3.4% | +18.0% | -14.6% | -1.6% |
| 3M | +17.4% | +11.4% | +6.0% | +13.3% |
| 6M | -12.2% | +17.7% | -29.9% | -17.5% |
| YTD | -13.1% | +5.4% | -18.5% | -16.6% |
| 1Y | -11.1% | +2.8% | -13.8% | -14.4% |
| 3Y | +82.1% | -26.7% | +108.7% | +89.4% |
| 5Y | +10.3% | +8.1% | +2.2% | -0.8% |
| 10Y | +3,009.1% | +202.5% | +2,806.6% | +1,955.3% |
| All | +19,513.9% | +1,077.1% | +18,436.8% | +8,401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling