+7.1%
TSLA vs BBWI
-67.3%
+74.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -4.7% | -4.2% | -0.5% | -3.3% |
| 30D | -0.8% | +24.9% | -25.6% | -8.2% |
| 3M | +14.8% | +13.2% | +1.6% | +8.5% |
| 6M | -11.3% | +12.1% | -23.4% | -16.6% |
| YTD | -15.6% | +11.1% | -26.6% | -22.0% |
| 1Y | -14.7% | +0.7% | -15.4% | -20.0% |
| 3Y | +76.9% | -23.8% | +100.7% | +73.7% |
| All | +7.1% | -67.3% | +74.4% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling