+2,664.3%
TSLA vs BRKR
+155.3%
+2,509.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +3.2% | -8.7% | +11.9% | +6.5% |
| 30D | +11.6% | -9.9% | +21.4% | +15.6% |
| 3M | -8.4% | -3.1% | -5.4% | -9.9% |
| 6M | -10.4% | +45.5% | -55.9% | -25.8% |
| YTD | -18.7% | +13.7% | -32.4% | -26.6% |
| 1Y | -0.9% | +67.4% | -68.3% | -24.5% |
| 3Y | +33.6% | -13.2% | +46.8% | +22.7% |
| 5Y | +48.9% | -39.5% | +88.4% | +56.7% |
| All | +2,664.3% | +155.3% | +2,509.0% | +1,663.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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