+44.3%
TSLA vs BROS
+33.7%
+10.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.3% |
| 7D | -3.4% | -6.1% | +2.7% | -1.8% |
| 30D | +9.2% | -12.4% | +21.6% | +12.8% |
| 3M | -4.7% | -27.9% | +23.2% | +2.5% |
| 6M | -8.9% | -16.8% | +7.9% | -7.0% |
| YTD | -19.2% | -29.0% | +9.9% | -14.3% |
| 1Y | +4.5% | -33.2% | +37.7% | +11.9% |
| 3Y | +46.3% | +56.8% | -10.5% | +17.9% |
| All | +44.3% | +33.7% | +10.6% | +30.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling