+2,664.3%
TSLA vs BBY
+252.7%
+2,411.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.7% |
| 7D | +3.2% | +0.6% | +2.6% | +2.9% |
| 30D | +11.6% | +9.4% | +2.2% | +7.0% |
| 3M | -8.4% | +19.3% | -27.8% | -15.5% |
| 6M | -10.4% | +47.9% | -58.3% | -25.3% |
| YTD | -18.7% | +39.6% | -58.3% | -31.2% |
| 1Y | -0.9% | +22.2% | -23.1% | -11.5% |
| 3Y | +33.6% | +45.0% | -11.4% | +5.8% |
| 5Y | +48.9% | +2.6% | +46.3% | +32.5% |
| All | +2,664.3% | +252.7% | +2,411.6% | +1,733.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling