+6.0%
TSLA vs BP
+39.3%
-33.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | +0.2% |
| 7D | +3.0% | +4.0% | -1.0% | +3.7% |
| 30D | +11.2% | +7.8% | +3.3% | +12.7% |
| 3M | -7.3% | +8.4% | -15.6% | -4.9% |
| 6M | -7.7% | +15.1% | -22.8% | -7.2% |
| YTD | -18.2% | +36.4% | -54.6% | -19.4% |
| 1Y | +6.0% | +40.9% | -34.9% | +3.3% |
| All | +6.0% | +39.3% | -33.3% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling