+4.5%
TSLA vs BN
-13.5%
+18.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.5% |
| 7D | -3.4% | -5.9% | +2.5% | -0.1% |
| 30D | +9.2% | -15.1% | +24.3% | +19.8% |
| 3M | -4.7% | -14.6% | +9.8% | +4.1% |
| 6M | -8.9% | -8.4% | -0.5% | -4.7% |
| YTD | -19.2% | -16.8% | -2.4% | -11.8% |
| 1Y | +4.5% | -14.4% | +18.9% | +12.6% |
| All | +4.5% | -13.5% | +18.1% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling