-13.3%
TSLA vs BIYA
-98.4%
+85.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | -0.1% | -3.4% |
| 7D | -4.7% | -4.0% | -0.7% | -4.8% |
| 30D | +1.7% | -15.0% | +16.7% | +1.8% |
| 3M | +17.7% | -58.1% | +75.8% | +16.7% |
| 6M | -1.9% | -90.0% | +88.1% | -3.3% |
| YTD | -14.3% | -96.9% | +82.6% | -15.7% |
| 1Y | -13.3% | -98.2% | +84.9% | -15.6% |
| All | -13.3% | -98.4% | +85.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling