+154.5%
TSLA vs JAAA
+29.4%
+125.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.0% |
| 30D | +11.6% | +0.5% | +11.1% | +10.4% |
| 3M | -8.4% | +1.3% | -9.7% | -10.8% |
| 6M | -10.4% | +2.8% | -13.2% | -15.3% |
| YTD | -18.7% | +3.3% | -22.0% | -23.8% |
| 1Y | -0.9% | +4.9% | -5.8% | -9.7% |
| 3Y | +33.6% | +19.0% | +14.6% | +19.9% |
| 5Y | +48.9% | +26.9% | +22.0% | +32.6% |
| All | +154.5% | +29.4% | +125.1% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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