+3,009.1%
TSLA vs BN
+281.2%
+2,727.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.5% |
| 7D | +1.5% | -2.4% | +3.9% | +3.5% |
| 30D | +3.4% | +13.5% | -10.1% | -6.3% |
| 3M | +17.4% | -5.9% | +23.4% | +22.1% |
| 6M | -12.2% | -8.9% | -3.2% | -6.8% |
| YTD | -13.1% | -7.9% | -5.2% | -9.5% |
| 1Y | -11.1% | -8.3% | -2.8% | -7.3% |
| 3Y | +82.1% | +100.8% | -18.7% | +8.6% |
| 5Y | +10.3% | +38.2% | -28.0% | -15.3% |
| 10Y | +3,009.1% | +302.3% | +2,706.8% | +1,204.7% |
| All | +3,009.1% | +281.2% | +2,727.9% | +1,204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling