+64.2%
TSLA vs BTDR
+23.8%
+40.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.9% | -9.9% | -6.5% |
| 7D | +1.5% | +20.0% | -18.4% | -1.1% |
| 30D | +10.1% | +11.9% | -1.8% | +7.7% |
| 3M | -15.4% | -36.9% | +21.6% | -11.4% |
| 6M | -12.8% | +56.5% | -69.3% | -20.2% |
| YTD | -21.3% | +10.4% | -31.7% | -25.3% |
| 1Y | +4.6% | +3.1% | +1.5% | -2.2% |
| 3Y | +44.5% | -2.6% | +47.1% | +22.6% |
| 5Y | +44.8% | +25.2% | +19.6% | +17.5% |
| All | +64.2% | +23.8% | +40.4% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling