+2,664.3%
TSLA vs BTG
+159.3%
+2,505.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +3.2% | -3.8% | +7.0% | +3.7% |
| 30D | +11.6% | +3.6% | +7.9% | +10.9% |
| 3M | -8.4% | +32.0% | -40.5% | -12.5% |
| 6M | -10.4% | +3.4% | -13.8% | -11.6% |
| YTD | -18.7% | +20.8% | -39.5% | -22.0% |
| 1Y | -0.9% | +22.4% | -23.3% | -5.5% |
| 3Y | +33.6% | +91.7% | -58.1% | +16.8% |
| 5Y | +48.9% | +79.0% | -30.1% | +28.5% |
| All | +2,664.3% | +159.3% | +2,505.0% | +2,354.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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