+46.2%
TSLA vs BIYA
-99.8%
+145.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.1% |
| 7D | -3.4% | -1.3% | -2.1% | -3.4% |
| 30D | +9.2% | -15.9% | +25.2% | +9.0% |
| 3M | -4.7% | -81.2% | +76.5% | -5.4% |
| 6M | -8.9% | -88.2% | +79.3% | -9.1% |
| YTD | -19.2% | -94.1% | +75.0% | -19.4% |
| 1Y | +4.5% | -98.7% | +103.2% | +3.9% |
| All | +46.2% | -99.8% | +145.9% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling