+2,664.3%
TSLA vs BTI
+73.8%
+2,590.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | +11.6% | -1.1% | +12.7% | +11.8% |
| 3M | -8.4% | -8.8% | +0.3% | -6.4% |
| 6M | -10.4% | -4.0% | -6.4% | -10.2% |
| YTD | -18.7% | +0.4% | -19.1% | -19.8% |
| 1Y | -0.9% | +1.9% | -2.8% | -2.9% |
| 3Y | +33.6% | +108.5% | -74.9% | +0.7% |
| 5Y | +48.9% | +118.5% | -69.6% | +8.9% |
| All | +2,664.3% | +73.8% | +2,590.5% | +1,931.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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