-7.6%
TSLA vs BURL
-17.2%
+9.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.8% |
| 7D | -10.4% | +4.1% | -14.5% | -11.8% |
| 30D | -5.2% | -9.5% | +4.3% | -2.2% |
| 3M | +12.1% | -33.5% | +45.6% | +28.3% |
| 6M | -10.2% | -22.1% | +11.9% | -3.9% |
| YTD | -20.3% | -14.6% | -5.8% | -18.2% |
| 1Y | -19.7% | -8.4% | -11.3% | -20.7% |
| 3Y | +63.4% | +86.6% | -23.2% | +18.6% |
| All | -7.6% | -17.2% | +9.6% | -16.1% |
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