+24,401.0%
TSLA vs BAX
+53.8%
+24,347.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 3M | +14.8% | -4.5% | +19.3% | +15.9% |
| 6M | -12.4% | +49.2% | -61.6% | -24.6% |
| YTD | -13.2% | +35.2% | -48.5% | -24.0% |
| 1Y | -2.9% | +38.3% | -41.2% | -15.9% |
| 3Y | +74.4% | -19.0% | +93.5% | +75.3% |
| 5Y | +13.3% | -64.2% | +77.5% | +54.5% |
| 10Y | +3,004.2% | -35.7% | +3,039.9% | +2,805.5% |
| All | +24,401.0% | +53.8% | +24,347.3% | +14,808.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling