+2,664.3%
TSLA vs BKR
+125.3%
+2,539.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +3.2% | -7.0% | +10.2% | +5.5% |
| 30D | +11.6% | -8.1% | +19.7% | +14.4% |
| 3M | -8.4% | -6.6% | -1.8% | -6.8% |
| 6M | -10.4% | +0.9% | -11.2% | -11.5% |
| YTD | -18.7% | +31.1% | -49.8% | -26.5% |
| 1Y | -0.9% | +27.7% | -28.6% | -9.7% |
| 3Y | +33.6% | +71.2% | -37.6% | +11.2% |
| 5Y | +48.9% | +177.6% | -128.7% | +4.0% |
| All | +2,664.3% | +125.3% | +2,539.0% | +1,605.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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