+17,669.2%
TSLA vs BAH
+886.2%
+16,782.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.5% | -5.5% |
| 7D | +1.5% | -3.2% | +4.8% | +2.5% |
| 30D | +10.1% | +2.0% | +8.1% | +9.5% |
| 3M | -15.4% | -7.6% | -7.8% | -13.9% |
| 6M | -12.8% | -5.7% | -7.1% | -12.6% |
| YTD | -21.3% | -11.7% | -9.5% | -20.1% |
| 1Y | +4.6% | -27.4% | +32.0% | +12.2% |
| 3Y | +44.5% | -32.5% | +77.1% | +53.9% |
| 5Y | +44.8% | -3.3% | +48.1% | +34.8% |
| 10Y | +2,585.4% | +186.0% | +2,399.4% | +1,716.1% |
| All | +17,669.2% | +886.2% | +16,782.9% | +8,046.0% |
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 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