+99.4%
TSLA vs BTSG
+389.4%
-290.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | +3.2% | -3.3% | +6.5% | +4.3% |
| 30D | +11.6% | -1.6% | +13.2% | +11.9% |
| 3M | -8.4% | -6.9% | -1.5% | -7.8% |
| 6M | -10.4% | +42.1% | -52.5% | -23.7% |
| YTD | -18.7% | +56.8% | -75.6% | -33.8% |
| 1Y | -0.9% | +109.8% | -110.7% | -28.2% |
| All | +99.4% | +389.4% | -290.0% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling