+2,650.1%
TSLA vs BAX
-37.2%
+2,687.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -3.4% | -5.4% | +2.0% | -2.0% |
| 30D | +9.2% | -12.4% | +21.6% | +13.0% |
| 3M | -4.7% | +19.1% | -23.8% | -9.7% |
| 6M | -8.9% | +38.6% | -47.6% | -17.6% |
| YTD | -19.2% | +26.7% | -45.9% | -25.8% |
| 1Y | +4.5% | +1.0% | +3.5% | +1.9% |
| 3Y | +46.3% | -33.9% | +80.2% | +56.6% |
| 5Y | +48.1% | -67.0% | +115.2% | +95.3% |
| All | +2,650.1% | -37.2% | +2,687.2% | +2,635.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling