+41.1%
TSLA vs BURL
-11.0%
+52.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.6% | -8.5% | -6.9% |
| 7D | +1.5% | -2.8% | +4.3% | +2.3% |
| 30D | +10.1% | -28.2% | +38.3% | +23.7% |
| 3M | -15.4% | -17.6% | +2.2% | -9.9% |
| 6M | -12.8% | -11.8% | -1.0% | -10.2% |
| YTD | -21.3% | -8.1% | -13.1% | -20.6% |
| 1Y | +4.6% | -12.0% | +16.5% | +5.9% |
| 3Y | +44.5% | +63.3% | -18.8% | +11.5% |
| All | +41.1% | -11.0% | +52.0% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling