+33.6%
TSLA vs BLK
+66.0%
-32.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.9% |
| 7D | +3.2% | -3.3% | +6.5% | +6.0% |
| 30D | +11.6% | -6.5% | +18.1% | +18.0% |
| 3M | -8.4% | +6.7% | -15.2% | -13.9% |
| 6M | -10.4% | +14.7% | -25.1% | -21.5% |
| YTD | -18.7% | +2.5% | -21.3% | -22.0% |
| 1Y | -0.9% | -2.8% | +1.9% | -0.7% |
| 3Y | +33.6% | +65.9% | -32.3% | -16.3% |
| All | +33.6% | +66.0% | -32.4% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 3y: compounded portfolio wealth divided by compounded BLK 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…
3y analysis · Full analysis span regression · 6 months rolling