+24,855.0%
TSLA vs BB
-82.5%
+24,937.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.4% |
| 7D | +15.6% | +9.0% | +6.7% | +13.4% |
| 30D | +5.9% | +7.7% | -1.8% | +3.8% |
| 3M | +21.4% | +4.0% | +17.4% | +19.2% |
| 6M | -8.3% | +46.6% | -54.9% | -17.8% |
| YTD | -11.6% | +140.6% | -152.3% | -29.8% |
| 1Y | -7.7% | +103.1% | -110.8% | -24.0% |
| 3Y | +85.2% | +150.5% | -65.4% | +38.6% |
| 5Y | +15.4% | -15.4% | +30.8% | +5.0% |
| 10Y | +3,061.7% | +25.4% | +3,036.3% | +2,140.4% |
| All | +24,855.0% | -82.5% | +24,937.5% | +21,859.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling