+59.8%
TSLA vs BIYA
-99.9%
+159.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.7% |
| 7D | +15.6% | +10.0% | +5.6% | +15.7% |
| 30D | +5.9% | -17.7% | +23.6% | +5.7% |
| 3M | +21.4% | -55.0% | +76.4% | +20.6% |
| 6M | -8.3% | -85.1% | +76.8% | -8.7% |
| YTD | -11.6% | -96.9% | +85.3% | -12.3% |
| 1Y | -7.7% | -98.5% | +90.8% | -8.9% |
| All | +59.8% | -99.9% | +159.7% | +52.9% |
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