+69.5%
TSLA vs BTDR
+19.6%
+49.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | 0.0% |
| 7D | +3.2% | -3.4% | +6.6% | +3.7% |
| 30D | +11.6% | +32.6% | -21.0% | +7.1% |
| 3M | -8.4% | -32.2% | +23.8% | -5.0% |
| 6M | -10.4% | +52.4% | -62.7% | -17.7% |
| YTD | -18.7% | +6.7% | -25.4% | -22.6% |
| 1Y | -0.9% | -15.2% | +14.3% | -4.9% |
| 3Y | +33.6% | +14.9% | +18.7% | +13.4% |
| 5Y | +48.9% | +20.8% | +28.1% | +21.3% |
| All | +69.5% | +19.6% | +49.9% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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