+6.7%
TSLA vs BWA
+32.7%
-26.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.4% |
| 7D | -4.7% | -2.4% | -2.3% | -3.3% |
| 30D | -0.8% | -17.7% | +16.9% | +9.3% |
| 3M | +14.8% | -27.0% | +41.8% | +33.3% |
| 6M | -11.3% | -17.3% | +6.0% | -3.3% |
| YTD | -15.6% | +12.9% | -28.4% | -23.9% |
| 1Y | -14.7% | +12.9% | -27.6% | -23.4% |
| 3Y | +76.9% | +62.1% | +14.8% | +24.3% |
| 5Y | +6.7% | +30.7% | -24.0% | -28.1% |
| All | +6.7% | +32.7% | -26.0% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling