+4.6%
TSLA vs BB
+105.3%
-100.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | -5.6% | +7.2% | +3.0% |
| 30D | +10.1% | -11.8% | +21.9% | +13.4% |
| 3M | -15.4% | -25.5% | +10.1% | -9.3% |
| 6M | -12.8% | +121.3% | -134.0% | -30.5% |
| YTD | -21.3% | +103.2% | -124.4% | -35.5% |
| 1Y | +4.6% | +102.6% | -98.0% | -6.7% |
| All | +4.6% | +105.3% | -100.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling