-13.3%
TSLA vs BAX
+46.0%
-59.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -3.7% |
| 7D | -4.7% | +4.1% | -8.8% | -5.1% |
| 30D | +1.7% | +9.4% | -7.7% | +0.7% |
| 3M | +17.7% | -6.5% | +24.2% | +18.6% |
| 6M | -1.9% | +59.6% | -61.5% | -7.4% |
| YTD | -14.3% | +38.9% | -53.2% | -16.3% |
| 1Y | -13.3% | +48.0% | -61.3% | -13.5% |
| All | -13.3% | +46.0% | -59.3% | -13.5% |
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