+23,015.9%
TSLA vs BTG
+332.9%
+22,683.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.8% | +4.3% |
| 7D | +3.4% | +4.8% | -1.4% | +2.8% |
| 30D | +12.0% | +8.3% | +3.7% | +11.0% |
| 3M | -10.0% | +32.3% | -42.3% | -13.1% |
| 6M | -7.2% | +3.0% | -10.2% | -8.1% |
| YTD | -18.1% | +21.9% | -40.1% | -20.7% |
| 1Y | +6.3% | +28.2% | -21.9% | +2.0% |
| 3Y | +48.2% | +99.9% | -51.7% | +33.2% |
| 5Y | +46.5% | +73.6% | -27.0% | +31.7% |
| 10Y | +2,698.1% | +136.5% | +2,561.6% | +2,302.0% |
| All | +23,015.9% | +332.9% | +22,683.1% | +14,558.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling