+40.5%
TSLA vs BROS
+43.3%
-2.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.7% | -6.1% |
| 7D | +1.5% | -6.7% | +8.2% | +3.3% |
| 30D | +10.1% | -29.1% | +39.2% | +19.6% |
| 3M | -15.4% | -16.7% | +1.3% | -12.5% |
| 6M | -12.8% | -11.6% | -1.2% | -12.3% |
| YTD | -21.3% | -23.9% | +2.6% | -18.0% |
| 1Y | +4.6% | -34.8% | +39.4% | +12.7% |
| 3Y | +44.5% | +62.1% | -17.6% | +15.4% |
| All | +40.5% | +43.3% | -2.8% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling