+46.0%
TSLA vs BROS
+38.3%
+7.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | +3.0% | -6.6% | +9.6% | +4.8% |
| 30D | +11.2% | -12.3% | +23.5% | +14.8% |
| 3M | -7.3% | -22.2% | +14.9% | -2.4% |
| 6M | -7.7% | -14.3% | +6.5% | -6.5% |
| YTD | -18.2% | -26.6% | +8.3% | -14.1% |
| 1Y | +6.0% | -31.5% | +37.5% | +12.7% |
| 3Y | +48.0% | +62.3% | -14.2% | +18.2% |
| All | +46.0% | +38.3% | +7.7% | +31.2% |
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