+10.3%
TSLA vs BLDR
-7.0%
+17.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.3% |
| 7D | +1.5% | -10.3% | +11.8% | +5.7% |
| 30D | +3.4% | +19.6% | -16.2% | -4.8% |
| 3M | +17.4% | -17.0% | +34.4% | +24.3% |
| 6M | -12.2% | -16.7% | +4.6% | -8.7% |
| YTD | -13.1% | -39.4% | +26.3% | +1.1% |
| 1Y | -11.1% | -41.7% | +30.6% | +4.5% |
| 3Y | +82.1% | -49.9% | +131.9% | +106.6% |
| 5Y | +10.3% | -7.6% | +17.8% | -20.6% |
| All | +10.3% | -7.0% | +17.2% | -20.6% |
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