+15.5%
TSLA vs BTDR
-44.0%
+59.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.6% | +6.8% | -0.6% |
| 7D | +8.9% | -6.9% | +15.8% | +9.8% |
| 30D | +6.3% | -31.5% | +37.8% | +11.3% |
| 3M | +14.8% | -36.1% | +50.9% | +20.7% |
| 6M | -12.4% | -57.6% | +45.3% | -4.3% |
| YTD | -13.2% | -50.0% | +36.8% | -9.1% |
| 1Y | -2.9% | -49.6% | +46.7% | +1.1% |
| 3Y | +74.4% | +48.5% | +25.9% | +59.2% |
| All | +15.5% | -44.0% | +59.5% | -2.4% |
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