+48.2%
TSLA vs BWA
+72.9%
-24.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.8% |
| 7D | +3.4% | +4.3% | -0.9% | +1.5% |
| 30D | +12.0% | -2.9% | +14.9% | +13.2% |
| 3M | -10.0% | -12.4% | +2.4% | -5.3% |
| 6M | -7.2% | +28.6% | -35.8% | -16.0% |
| YTD | -18.1% | +48.2% | -66.4% | -32.2% |
| 1Y | +6.3% | +50.9% | -44.6% | -13.2% |
| 3Y | +48.2% | +72.2% | -24.0% | -0.4% |
| All | +48.2% | +72.9% | -24.7% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling