+48.1%
TSLA vs BTG
+75.0%
-26.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.7% |
| 7D | -3.4% | -5.5% | +2.1% | -2.6% |
| 30D | +9.2% | +6.1% | +3.1% | +8.2% |
| 3M | -4.7% | +38.6% | -43.4% | -9.5% |
| 6M | -8.9% | +0.7% | -9.6% | -10.1% |
| YTD | -19.2% | +20.3% | -39.5% | -22.2% |
| 1Y | +4.5% | +25.0% | -20.5% | -0.4% |
| 3Y | +46.3% | +97.3% | -51.0% | +29.0% |
| 5Y | +48.1% | +78.3% | -30.2% | +31.7% |
| All | +48.1% | +75.0% | -26.8% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling