+4.6%
TSLA vs BBY
+27.1%
-22.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.2% | -9.1% | -6.4% |
| 7D | +1.5% | +9.5% | -8.0% | +0.1% |
| 30D | +10.1% | +6.8% | +3.3% | +8.9% |
| 3M | -15.4% | +28.9% | -44.2% | -18.7% |
| 6M | -12.8% | +37.8% | -50.6% | -16.9% |
| YTD | -21.3% | +38.7% | -60.0% | -25.4% |
| 1Y | +4.6% | +23.7% | -19.1% | +3.1% |
| All | +4.6% | +27.1% | -22.5% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling