+23,745.5%
TSLA vs BP
+288.7%
+23,456.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.7% | -6.3% | +1.6% | -2.3% |
| 30D | -0.8% | -3.6% | +2.8% | +0.3% |
| 3M | +14.8% | +5.2% | +9.5% | +11.8% |
| 6M | -11.3% | +5.3% | -16.7% | -14.5% |
| YTD | -15.6% | +33.1% | -48.7% | -26.9% |
| 1Y | -14.7% | +26.3% | -41.0% | -24.8% |
| 3Y | +76.9% | +47.5% | +29.4% | +44.8% |
| 5Y | +6.7% | +106.2% | -99.5% | -26.1% |
| 10Y | +2,973.5% | +127.0% | +2,846.5% | +1,789.5% |
| All | +23,745.5% | +288.7% | +23,456.8% | +18,215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling