-7.7%
TSLA vs BROS
-40.8%
+33.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +2.1% |
| 7D | +15.6% | -2.5% | +18.1% | +15.9% |
| 30D | +5.9% | -11.2% | +17.2% | +8.4% |
| 3M | +21.4% | -33.9% | +55.3% | +26.1% |
| 6M | -8.3% | -33.5% | +25.2% | -5.2% |
| YTD | -11.6% | -44.9% | +33.3% | -10.0% |
| 1Y | -7.7% | -41.5% | +33.8% | -6.4% |
| All | -7.7% | -40.8% | +33.2% | -6.4% |
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