+46.3%
TSLA vs BB
-24.3%
+70.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.2% |
| 7D | +3.4% | +0.5% | +2.9% | +3.2% |
| 30D | +12.0% | -12.4% | +24.4% | +17.2% |
| 3M | -10.0% | -15.3% | +5.3% | -6.0% |
| 6M | -7.2% | +128.8% | -136.0% | -35.5% |
| YTD | -18.1% | +107.7% | -125.8% | -41.0% |
| 1Y | +6.3% | +103.9% | -97.6% | -23.7% |
| 3Y | +48.2% | +72.6% | -24.4% | +4.0% |
| All | +46.3% | -24.3% | +70.6% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling