-15.6%
TSLA vs BURL
-15.9%
+0.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.9% | -7.8% | -9.7% |
| 7D | -14.8% | +3.5% | -18.3% | -15.9% |
| 30D | -9.7% | -9.3% | -0.4% | -6.9% |
| 3M | +6.9% | -32.1% | +39.0% | +21.4% |
| 6M | -11.7% | -19.8% | +8.1% | -6.5% |
| YTD | -23.6% | -13.2% | -10.4% | -22.0% |
| 1Y | -25.6% | -7.8% | -17.8% | -26.7% |
| 3Y | +56.3% | +89.3% | -33.1% | +12.8% |
| 5Y | -15.6% | -15.8% | +0.2% | -23.6% |
| All | -15.6% | -15.9% | +0.2% | -23.6% |
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