+2,682.2%
TSLA vs BAX
-36.6%
+2,718.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | +3.0% | -5.1% | +8.1% | +4.4% |
| 30D | +11.2% | -12.2% | +23.3% | +14.9% |
| 3M | -7.3% | +21.8% | -29.1% | -12.7% |
| 6M | -7.7% | +36.3% | -44.0% | -16.2% |
| YTD | -18.2% | +27.8% | -46.0% | -25.1% |
| 1Y | +6.0% | -0.1% | +6.1% | +3.7% |
| 3Y | +48.0% | -33.3% | +81.3% | +58.1% |
| 5Y | +46.2% | -67.1% | +113.3% | +93.0% |
| All | +2,682.2% | -36.6% | +2,718.8% | +2,661.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling