+10.3%
TSLA vs BROS
-49.0%
+59.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | +1.5% | -20.4% | +21.9% | +8.5% |
| 30D | +3.4% | -6.1% | +9.5% | +4.9% |
| 3M | +17.4% | -29.4% | +46.8% | +29.2% |
| 6M | -12.2% | -31.5% | +19.4% | -4.4% |
| YTD | -13.1% | -42.8% | +29.7% | -1.6% |
| 1Y | -11.1% | -37.5% | +26.4% | -2.8% |
| 3Y | +82.1% | +27.2% | +54.9% | +45.7% |
| 5Y | +10.3% | -47.0% | +57.2% | +8.4% |
| All | +10.3% | -49.0% | +59.3% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling