+40.8%
TSLA vs BIL
+14.1%
+26.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -6.0% | -5.5% |
| 7D | +1.5% | +0.1% | +1.4% | +2.6% |
| 30D | +10.1% | +0.3% | +9.8% | +14.6% |
| 3M | -15.4% | +0.9% | -16.3% | -4.7% |
| 6M | -12.8% | +1.8% | -14.6% | +8.7% |
| YTD | -21.3% | +2.4% | -23.7% | +5.3% |
| 1Y | +4.6% | +3.7% | +0.9% | +64.5% |
| All | +40.8% | +14.1% | +26.7% | +5,268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 3y: compounded portfolio wealth divided by compounded BIL 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…
3y analysis · Full analysis span regression · 6 months rolling