+33.6%
TSLA vs BRO
-7.6%
+41.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +3.2% | -7.3% | +10.5% | +3.2% |
| 30D | +11.6% | -6.9% | +18.4% | +11.6% |
| 3M | -8.4% | +10.7% | -19.1% | -9.5% |
| 6M | -10.4% | -2.7% | -7.7% | -9.3% |
| YTD | -18.7% | -16.3% | -2.4% | -15.0% |
| 1Y | -0.9% | -29.1% | +28.2% | +8.5% |
| 3Y | +33.6% | -7.8% | +41.4% | +42.8% |
| All | +33.6% | -7.6% | +41.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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