+48.1%
TSLA vs BTDR
+16.5%
+31.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.3% |
| 7D | -3.4% | -3.2% | -0.2% | -3.0% |
| 30D | +9.2% | +32.7% | -23.4% | +4.8% |
| 3M | -4.7% | -28.4% | +23.7% | -1.9% |
| 6M | -8.9% | +51.7% | -60.6% | -16.3% |
| YTD | -19.2% | +2.9% | -22.0% | -22.6% |
| 1Y | +4.5% | -15.5% | +20.0% | +0.4% |
| 3Y | +46.3% | 0.0% | +46.3% | +24.9% |
| 5Y | +48.1% | +16.5% | +31.7% | +17.7% |
| All | +48.1% | +16.5% | +31.7% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling