+2,664.3%
TSLA vs BR
+189.7%
+2,474.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +3.2% | -3.0% | +6.2% | +4.9% |
| 30D | +11.6% | -0.3% | +11.9% | +11.8% |
| 3M | -8.4% | +17.3% | -25.7% | -17.2% |
| 6M | -10.4% | -6.7% | -3.7% | -8.3% |
| YTD | -18.7% | -23.4% | +4.7% | -6.8% |
| 1Y | -0.9% | -32.7% | +31.8% | +22.8% |
| 3Y | +33.6% | -5.9% | +39.5% | +33.3% |
| 5Y | +48.9% | +8.4% | +40.5% | +33.3% |
| All | +2,664.3% | +189.7% | +2,474.6% | +1,351.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling