+2,682.2%
TSLA vs BBWI
-57.0%
+2,739.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.2% | +1.7% |
| 7D | +3.0% | -4.4% | +7.5% | +4.2% |
| 30D | +11.2% | -7.4% | +18.6% | +12.9% |
| 3M | -7.3% | -2.2% | -5.0% | -7.6% |
| 6M | -7.7% | -16.3% | +8.6% | -5.0% |
| YTD | -18.2% | -9.1% | -9.1% | -18.3% |
| 1Y | +6.0% | -34.5% | +40.5% | +14.3% |
| 3Y | +48.0% | -47.0% | +95.0% | +63.8% |
| 5Y | +46.2% | -68.8% | +115.0% | +79.8% |
| All | +2,682.2% | -57.0% | +2,739.3% | +2,442.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling