+3,125.8%
TSLA vs BLDR
+479.0%
+2,646.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -2.2% |
| 7D | +8.9% | -3.0% | +11.9% | +10.0% |
| 30D | +6.3% | +20.1% | -13.8% | -1.8% |
| 3M | +14.8% | -17.5% | +32.3% | +20.9% |
| 6M | -12.4% | -16.1% | +3.7% | -9.6% |
| YTD | -13.2% | -41.0% | +27.8% | +0.3% |
| 1Y | -2.9% | -41.6% | +38.7% | +11.9% |
| 3Y | +74.4% | -50.8% | +125.2% | +103.2% |
| 5Y | +13.3% | -10.8% | +24.0% | +1.5% |
| All | +3,125.8% | +479.0% | +2,646.8% | +1,347.1% |
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