-13.3%
TSLA vs BR
-14.2%
+0.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.3% | -2.8% |
| 7D | -4.7% | +7.0% | -11.7% | -3.7% |
| 30D | +1.7% | +19.0% | -17.3% | +4.3% |
| 3M | +17.7% | +13.1% | +4.6% | +20.2% |
| 6M | -1.9% | +24.6% | -26.5% | +3.7% |
| YTD | -14.3% | -13.6% | -0.7% | -9.5% |
| 1Y | -13.3% | -13.1% | -0.2% | -5.2% |
| All | -13.3% | -14.2% | +0.9% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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