+22,994.0%
TSLA vs BLK
+986.7%
+22,007.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.4% |
| 7D | +3.0% | -2.7% | +5.7% | +5.0% |
| 30D | +11.2% | -4.8% | +15.9% | +14.9% |
| 3M | -7.3% | +6.5% | -13.8% | -11.6% |
| 6M | -7.7% | +13.2% | -20.9% | -16.0% |
| YTD | -18.2% | +1.8% | -20.0% | -20.3% |
| 1Y | +6.0% | -1.0% | +7.0% | +4.7% |
| 3Y | +48.0% | +66.0% | -17.9% | +4.0% |
| 5Y | +46.2% | +31.2% | +14.9% | +19.3% |
| 10Y | +2,737.0% | +278.5% | +2,458.5% | +1,072.4% |
| All | +22,994.0% | +986.7% | +22,007.2% | +5,113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling