+15.5%
TSLA vs BAX
-64.2%
+79.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +8.9% | +0.1% | +8.9% | +8.9% |
| 30D | +6.3% | +4.1% | +2.2% | +5.2% |
| 3M | +14.8% | -4.5% | +19.3% | +15.6% |
| 6M | -12.4% | +49.2% | -61.6% | -20.7% |
| YTD | -13.2% | +35.2% | -48.5% | -20.6% |
| 1Y | -2.9% | +38.3% | -41.2% | -11.8% |
| 3Y | +74.4% | -19.0% | +93.5% | +75.4% |
| All | +15.5% | -64.2% | +79.7% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling