+33.6%
TSLA vs BRKR
-11.8%
+45.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +3.2% | -8.7% | +11.9% | +5.1% |
| 30D | +11.6% | -9.9% | +21.4% | +13.9% |
| 3M | -8.4% | -3.1% | -5.4% | -9.3% |
| 6M | -10.4% | +45.5% | -55.9% | -20.0% |
| YTD | -18.7% | +13.7% | -32.4% | -23.5% |
| 1Y | -0.9% | +67.4% | -68.3% | -15.6% |
| 3Y | +33.6% | -13.2% | +46.8% | +16.9% |
| All | +33.6% | -11.8% | +45.3% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling