+2,737.0%
TSLA vs BP
+132.0%
+2,605.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.7% |
| 7D | +3.0% | +4.0% | -1.0% | +1.6% |
| 30D | +11.2% | +7.8% | +3.3% | +8.0% |
| 3M | -7.3% | +8.4% | -15.6% | -10.7% |
| 6M | -7.7% | +15.1% | -22.8% | -14.2% |
| YTD | -18.2% | +36.4% | -54.6% | -29.3% |
| 1Y | +6.0% | +40.9% | -34.9% | -9.9% |
| 3Y | +48.0% | +38.8% | +9.2% | +24.6% |
| 5Y | +46.2% | +141.1% | -94.9% | -4.6% |
| 10Y | +2,737.0% | +133.9% | +2,603.1% | +1,777.7% |
| All | +2,737.0% | +132.0% | +2,605.0% | +1,777.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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