+48.2%
TSLA vs BAX
-32.5%
+80.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.8% | +7.7% | +4.8% |
| 7D | +3.4% | -2.4% | +5.8% | +3.8% |
| 30D | +12.0% | -9.7% | +21.8% | +14.4% |
| 3M | -10.0% | +29.3% | -39.2% | -15.3% |
| 6M | -7.2% | +40.7% | -47.9% | -14.8% |
| YTD | -18.1% | +30.3% | -48.4% | -24.2% |
| 1Y | +6.3% | +3.4% | +2.9% | +4.2% |
| 3Y | +48.2% | -32.0% | +80.2% | +62.7% |
| All | +48.2% | -32.5% | +80.7% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling