+3,009.1%
TSLA vs BAX
-35.7%
+3,044.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +1.5% | -0.6% | +2.1% | +1.7% |
| 30D | +3.4% | +6.3% | -2.9% | +1.5% |
| 3M | +17.4% | -4.6% | +22.0% | +18.4% |
| 6M | -12.2% | +50.4% | -62.6% | -22.3% |
| YTD | -13.1% | +38.0% | -51.1% | -22.3% |
| 1Y | -11.1% | +44.6% | -55.7% | -21.8% |
| 3Y | +82.1% | -15.1% | +97.2% | +81.0% |
| 5Y | +10.3% | -63.3% | +73.5% | +41.2% |
| 10Y | +3,009.1% | -34.4% | +3,043.5% | +2,889.1% |
| All | +3,009.1% | -35.7% | +3,044.9% | +2,889.1% |
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