+22,131.9%
TSLA vs BP
+282.0%
+21,849.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.5% | -6.1% |
| 7D | +1.5% | +3.9% | -2.4% | 0.0% |
| 30D | +10.1% | +7.6% | +2.5% | +6.9% |
| 3M | -15.4% | +0.7% | -16.1% | -16.3% |
| 6M | -12.8% | +15.5% | -28.3% | -19.3% |
| YTD | -21.3% | +30.8% | -52.1% | -31.0% |
| 1Y | +4.6% | +34.3% | -29.7% | -9.7% |
| 3Y | +44.5% | +35.1% | +9.5% | +22.7% |
| 5Y | +44.8% | +126.8% | -82.0% | -3.4% |
| 10Y | +2,585.4% | +123.4% | +2,462.1% | +1,568.3% |
| All | +22,131.9% | +282.0% | +21,849.9% | +17,179.7% |
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