+47.6%
TSLA vs BLK
+32.0%
+15.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.9% |
| 7D | +3.2% | -3.3% | +6.5% | +6.1% |
| 30D | +11.6% | -6.5% | +18.1% | +18.1% |
| 3M | -8.4% | +6.7% | -15.2% | -14.0% |
| 6M | -10.4% | +14.7% | -25.1% | -21.5% |
| YTD | -18.7% | +2.5% | -21.3% | -22.1% |
| 1Y | -0.9% | -2.8% | +1.9% | -1.1% |
| 3Y | +33.6% | +65.9% | -32.3% | -17.1% |
| All | +47.6% | +32.0% | +15.5% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling