+22,994.0%
TSLA vs BBY
+336.7%
+22,657.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +3.0% | +1.2% | +1.8% | +2.6% |
| 30D | +11.2% | +6.8% | +4.4% | +8.5% |
| 3M | -7.3% | +18.7% | -26.0% | -12.6% |
| 6M | -7.7% | +37.3% | -45.0% | -17.7% |
| YTD | -18.2% | +35.3% | -53.5% | -27.1% |
| 1Y | +6.0% | +20.7% | -14.7% | -2.2% |
| 3Y | +48.0% | +39.4% | +8.6% | +27.0% |
| 5Y | +46.2% | -1.5% | +47.7% | +37.0% |
| 10Y | +2,737.0% | +239.8% | +2,497.2% | +1,868.9% |
| All | +22,994.0% | +336.7% | +22,657.3% | +14,990.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling