+23,745.5%
TSLA vs BWA
+253.3%
+23,492.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | +14.8% | -27.0% | +41.8% | +33.4% |
| 6M | -11.3% | -17.3% | +6.0% | -3.3% |
| YTD | -15.6% | +12.9% | -28.4% | -23.2% |
| 1Y | -14.7% | +12.9% | -27.6% | -22.7% |
| 3Y | +76.9% | +62.1% | +14.8% | +30.6% |
| 5Y | +6.7% | +30.7% | -24.0% | -15.0% |
| 10Y | +2,973.5% | +89.2% | +2,884.3% | +1,704.2% |
| All | +23,745.5% | +253.3% | +23,492.3% | +8,574.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling