+2,664.3%
TSLA vs BLDR
+383.3%
+2,280.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.3% |
| 7D | +3.2% | -8.2% | +11.4% | +6.3% |
| 30D | +11.6% | -16.6% | +28.2% | +18.8% |
| 3M | -8.4% | -23.2% | +14.7% | -0.8% |
| 6M | -10.4% | -33.7% | +23.3% | +1.5% |
| YTD | -18.7% | -41.3% | +22.6% | -4.7% |
| 1Y | -0.9% | -58.8% | +57.9% | +31.5% |
| 3Y | +33.6% | -57.5% | +91.0% | +66.1% |
| 5Y | +48.9% | +12.9% | +36.0% | +25.6% |
| All | +2,664.3% | +383.3% | +2,280.9% | +1,281.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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