-13.3%
TSLA vs BTSG
+111.7%
-125.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.3% | -3.3% |
| 7D | -4.7% | +17.4% | -22.1% | -8.2% |
| 30D | +1.7% | +12.6% | -10.9% | -1.1% |
| 3M | +17.7% | +11.2% | +6.5% | +14.6% |
| 6M | -1.9% | +30.4% | -32.2% | -11.0% |
| YTD | -14.3% | +86.4% | -100.7% | -31.4% |
| 1Y | -13.3% | +117.9% | -131.2% | -35.9% |
| All | -13.3% | +111.7% | -125.0% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling