-19.7%
TSLA vs BURL
-7.8%
-11.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.3% |
| 7D | -10.4% | +4.1% | -14.5% | -10.4% |
| 30D | -5.2% | -9.5% | +4.3% | -4.6% |
| 3M | +12.1% | -33.5% | +45.6% | +16.0% |
| 6M | -10.2% | -22.1% | +11.9% | -8.5% |
| YTD | -20.3% | -14.6% | -5.8% | -17.9% |
| 1Y | -19.7% | -8.4% | -11.3% | -16.3% |
| All | -19.7% | -7.8% | -11.8% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling