+34.4%
TSLA vs BND
+13.3%
+21.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.2% |
| 7D | +3.0% | -0.1% | +3.2% | +3.2% |
| 30D | +11.2% | -0.2% | +11.4% | +11.5% |
| 3M | -7.3% | -0.7% | -6.6% | -6.3% |
| 6M | -7.7% | -1.7% | -6.1% | -5.7% |
| YTD | -18.2% | -0.5% | -17.7% | -17.4% |
| 1Y | +6.0% | +0.4% | +5.6% | +5.9% |
| All | +34.4% | +13.3% | +21.1% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 3y: compounded portfolio wealth divided by compounded BND 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…
3y analysis · Full analysis span regression · 6 months rolling