+46.2%
TSLA vs BLDR
+13.4%
+32.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | +3.0% | -2.7% | +5.7% | +3.9% |
| 30D | +11.2% | -14.7% | +25.9% | +18.0% |
| 3M | -7.3% | -20.8% | +13.6% | +0.1% |
| 6M | -7.7% | -35.3% | +27.6% | +7.2% |
| YTD | -18.2% | -40.3% | +22.1% | -2.9% |
| 1Y | +6.0% | -56.3% | +62.3% | +43.2% |
| 3Y | +48.0% | -56.1% | +104.1% | +82.1% |
| 5Y | +46.2% | +12.9% | +33.3% | -1.3% |
| All | +46.2% | +13.4% | +32.8% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling