+112.9%
TSLA vs BTSG
+493.4%
-380.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +8.9% | +6.0% | +2.9% | +6.7% |
| 30D | +6.3% | +12.4% | -6.1% | +2.0% |
| 3M | +14.8% | +18.2% | -3.4% | +7.7% |
| 6M | -12.4% | +26.0% | -38.4% | -21.1% |
| YTD | -13.2% | +90.1% | -103.4% | -34.0% |
| 1Y | -2.9% | +124.3% | -127.2% | -31.0% |
| All | +112.9% | +493.4% | -380.5% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling