+2,921.2%
TSLA vs BBWI
-45.1%
+2,966.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -4.7% | -4.2% | -0.5% | -3.5% |
| 30D | -0.8% | +24.9% | -25.6% | -7.0% |
| 3M | +14.8% | +13.2% | +1.6% | +9.5% |
| 6M | -11.3% | +12.1% | -23.4% | -15.7% |
| YTD | -15.6% | +11.1% | -26.6% | -20.8% |
| 1Y | -14.7% | +0.7% | -15.4% | -19.0% |
| 3Y | +76.9% | -23.8% | +100.7% | +76.3% |
| 5Y | +6.7% | -66.9% | +73.6% | +27.4% |
| All | +2,921.2% | -45.1% | +2,966.3% | +2,428.3% |
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