+42.4%
TSLA vs BIYA
-99.8%
+142.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.9% |
| 7D | +1.5% | +1.3% | +0.2% | +1.5% |
| 30D | +10.1% | -21.0% | +31.1% | +9.8% |
| 3M | -15.4% | -74.3% | +58.9% | -15.7% |
| 6M | -12.8% | -84.6% | +71.9% | -12.7% |
| YTD | -21.3% | -94.2% | +72.9% | -21.5% |
| 1Y | +4.6% | -98.2% | +102.8% | +4.2% |
| All | +42.4% | -99.8% | +142.1% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling