+22,131.9%
TSLA vs BN
+968.5%
+21,163.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.7% | -5.7% |
| 7D | +1.5% | -2.5% | +4.0% | +3.4% |
| 30D | +10.1% | -9.5% | +19.6% | +18.1% |
| 3M | -15.4% | -10.4% | -5.0% | -8.6% |
| 6M | -12.8% | -6.4% | -6.4% | -9.1% |
| YTD | -21.3% | -11.9% | -9.4% | -15.0% |
| 1Y | +4.6% | -8.6% | +13.2% | +9.8% |
| 3Y | +44.5% | +77.6% | -33.0% | -3.4% |
| 5Y | +44.8% | +37.0% | +7.8% | +15.4% |
| 10Y | +2,585.4% | +266.4% | +2,319.0% | +1,034.6% |
| All | +22,131.9% | +968.5% | +21,163.3% | +4,031.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling