+33.6%
TSLA vs BNY
+287.0%
-253.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.2% | -1.3% | +4.5% | +4.3% |
| 30D | +11.6% | -0.2% | +11.7% | +11.4% |
| 3M | -8.4% | +14.9% | -23.4% | -19.5% |
| 6M | -10.4% | +40.0% | -50.4% | -34.6% |
| YTD | -18.7% | +42.0% | -60.7% | -42.4% |
| 1Y | -0.9% | +56.9% | -57.8% | -37.2% |
| 3Y | +33.6% | +289.9% | -256.3% | -60.9% |
| All | +33.6% | +287.0% | -253.4% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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