+4.6%
TSLA vs BROS
-35.3%
+39.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.7% | -6.0% |
| 7D | +1.5% | -6.7% | +8.2% | +1.9% |
| 30D | +10.1% | -29.1% | +39.2% | +12.4% |
| 3M | -15.4% | -16.7% | +1.3% | -14.7% |
| 6M | -12.8% | -11.6% | -1.2% | -13.1% |
| YTD | -21.3% | -23.9% | +2.6% | -21.4% |
| 1Y | +4.6% | -34.8% | +39.4% | -8.4% |
| All | +4.6% | -35.3% | +39.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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