+3,009.1%
TSLA vs BURL
+254.9%
+2,754.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | +3.4% | -4.4% | +7.8% | +4.6% |
| 3M | +17.4% | -28.6% | +46.0% | +30.3% |
| 6M | -12.2% | -12.3% | +0.1% | -9.9% |
| YTD | -13.1% | -11.3% | -1.8% | -11.9% |
| 1Y | -11.1% | -10.4% | -0.7% | -11.0% |
| 3Y | +82.1% | +96.1% | -14.0% | +33.8% |
| 5Y | +10.3% | -5.0% | +15.3% | -0.5% |
| 10Y | +3,009.1% | +251.8% | +2,757.3% | +1,986.0% |
| All | +3,009.1% | +254.9% | +2,754.2% | +1,986.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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