+2,664.3%
TSLA vs BHP
+496.8%
+2,167.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.2% | -3.6% | +6.8% | +5.2% |
| 30D | +11.6% | -1.2% | +12.8% | +12.1% |
| 3M | -8.4% | +1.2% | -9.6% | -9.4% |
| 6M | -10.4% | +21.4% | -31.8% | -19.8% |
| YTD | -18.7% | +50.4% | -69.2% | -35.9% |
| 1Y | -0.9% | +67.5% | -68.4% | -26.5% |
| 3Y | +33.6% | +72.8% | -39.2% | -3.3% |
| 5Y | +48.9% | +112.6% | -63.7% | -6.9% |
| All | +2,664.3% | +496.8% | +2,167.5% | +1,024.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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