+2,664.3%
TSLA vs BG
+166.7%
+2,497.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.1% |
| 7D | +3.2% | +3.1% | +0.1% | +2.2% |
| 30D | +11.6% | +10.2% | +1.4% | +7.8% |
| 3M | -8.4% | -1.7% | -6.8% | -8.5% |
| 6M | -10.4% | +1.0% | -11.4% | -11.9% |
| YTD | -18.7% | +39.9% | -58.7% | -29.0% |
| 1Y | -0.9% | +53.2% | -54.1% | -17.0% |
| 3Y | +33.6% | +16.3% | +17.3% | +21.1% |
| 5Y | +48.9% | +83.9% | -35.0% | +12.8% |
| All | +2,664.3% | +166.7% | +2,497.6% | +1,570.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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