+23,015.9%
TSLA vs BG
+262.7%
+22,753.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.4% | +2.5% |
| 7D | +3.4% | +2.4% | +1.0% | +2.6% |
| 30D | +12.0% | +15.0% | -3.0% | +6.7% |
| 3M | -10.0% | -0.7% | -9.3% | -10.4% |
| 6M | -7.2% | +7.5% | -14.7% | -10.7% |
| YTD | -18.1% | +41.6% | -59.7% | -28.7% |
| 1Y | +6.3% | +50.7% | -44.4% | -10.2% |
| 3Y | +48.2% | +20.3% | +27.9% | +33.2% |
| 5Y | +46.5% | +85.2% | -38.7% | +11.2% |
| 10Y | +2,698.1% | +160.6% | +2,537.5% | +1,607.1% |
| All | +23,015.9% | +262.7% | +22,753.3% | +13,797.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling