+54.9%
TSLA vs BROS
+10.5%
+44.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.5% | -8.3% | -3.5% |
| 7D | +8.9% | +6.3% | +2.6% | +7.0% |
| 30D | +6.3% | -8.3% | +14.6% | +8.3% |
| 3M | +14.8% | -29.8% | +44.6% | +24.9% |
| 6M | -12.4% | -25.8% | +13.5% | -7.6% |
| YTD | -13.2% | -41.4% | +28.1% | -3.9% |
| 1Y | -2.9% | -35.2% | +32.2% | +4.0% |
| 3Y | +74.4% | +32.8% | +41.7% | +46.1% |
| 5Y | +13.3% | -42.2% | +55.4% | +4.4% |
| All | +54.9% | +10.5% | +44.4% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling