+3,185.6%
TSLA vs BWA
+94.6%
+3,091.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +15.6% | +7.3% | +8.4% | +11.8% |
| 30D | +5.9% | -15.8% | +21.7% | +15.2% |
| 3M | +21.4% | -25.7% | +47.1% | +39.4% |
| 6M | -8.3% | -19.6% | +11.3% | +1.2% |
| YTD | -11.6% | +14.1% | -25.7% | -20.0% |
| 1Y | -7.7% | +12.2% | -19.9% | -16.0% |
| 3Y | +85.2% | +63.8% | +21.3% | +35.7% |
| 5Y | +15.4% | +28.7% | -13.3% | -8.2% |
| All | +3,185.6% | +94.6% | +3,091.0% | +1,877.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling