+74.7%
TSLA vs BAX
-16.3%
+91.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.0% |
| 3M | +17.4% | -4.6% | +22.0% | +18.3% |
| 6M | -12.2% | +50.4% | -62.6% | -20.2% |
| YTD | -13.1% | +38.0% | -51.1% | -20.4% |
| 1Y | -11.1% | +44.6% | -55.7% | -19.7% |
| All | +74.7% | -16.3% | +91.0% | +70.3% |
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