+2,650.1%
TSLA vs BBWI
-57.7%
+2,707.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | -3.4% | -8.0% | +4.6% | -1.3% |
| 30D | +9.2% | -6.6% | +15.9% | +10.7% |
| 3M | -4.7% | -2.7% | -2.0% | -5.0% |
| 6M | -8.9% | -12.8% | +3.8% | -7.3% |
| YTD | -19.2% | -10.5% | -8.7% | -18.9% |
| 1Y | +4.5% | -35.3% | +39.9% | +13.1% |
| 3Y | +46.3% | -47.7% | +94.0% | +62.6% |
| 5Y | +48.1% | -68.9% | +117.0% | +82.3% |
| All | +2,650.1% | -57.7% | +2,707.7% | +2,423.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BBWI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling