+2,749.0%
TSLA vs BURL
+987.9%
+1,761.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.9% | -7.8% | -9.9% |
| 7D | -14.8% | +3.5% | -18.3% | -15.8% |
| 30D | -9.7% | -9.3% | -0.4% | -7.2% |
| 3M | +6.9% | -32.1% | +39.0% | +19.4% |
| 6M | -11.7% | -19.8% | +8.1% | -7.1% |
| YTD | -23.6% | -13.2% | -10.4% | -22.0% |
| 1Y | -25.6% | -7.8% | -17.8% | -26.3% |
| 3Y | +56.3% | +89.3% | -33.1% | +20.3% |
| 5Y | -15.6% | -15.8% | +0.2% | -20.6% |
| 10Y | +2,605.4% | +262.2% | +2,343.2% | +1,676.1% |
| All | +2,749.0% | +987.9% | +1,761.1% | +1,440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling