+4.6%
TSLA vs BAX
+9.9%
-5.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.1% |
| 7D | +1.5% | -1.1% | +2.7% | +1.7% |
| 30D | +10.1% | -5.5% | +15.6% | +11.0% |
| 3M | -15.4% | +33.5% | -48.9% | -18.6% |
| 6M | -12.8% | +35.9% | -48.6% | -17.3% |
| YTD | -21.3% | +35.4% | -56.6% | -25.3% |
| 1Y | +4.6% | +9.8% | -5.2% | +5.3% |
| All | +4.6% | +9.9% | -5.3% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling