+58.6%
TSLA vs BBAI
-71.3%
+129.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | +3.2% | -1.7% | +4.9% | +3.3% |
| 30D | +11.6% | -12.0% | +23.5% | +12.2% |
| 3M | -8.4% | -30.7% | +22.2% | -7.1% |
| 6M | -10.4% | -30.7% | +20.3% | -9.2% |
| YTD | -18.7% | -46.9% | +28.1% | -17.0% |
| 1Y | -0.9% | -41.1% | +40.2% | +0.5% |
| 3Y | +33.6% | +65.9% | -32.3% | +29.7% |
| 5Y | +48.9% | -70.9% | +119.8% | +52.5% |
| All | +58.6% | -71.3% | +129.9% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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