+22,131.9%
TSLA vs BWA
+372.9%
+21,759.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.8% | -8.7% | -7.3% |
| 7D | +1.5% | +5.7% | -4.1% | -1.3% |
| 30D | +10.1% | +1.4% | +8.7% | +9.1% |
| 3M | -15.4% | -12.1% | -3.3% | -10.1% |
| 6M | -12.8% | +28.6% | -41.3% | -23.5% |
| YTD | -21.3% | +51.1% | -72.4% | -37.8% |
| 1Y | +4.6% | +55.9% | -51.3% | -19.3% |
| 3Y | +44.5% | +70.1% | -25.6% | +3.5% |
| 5Y | +44.8% | +90.7% | -45.9% | -4.1% |
| 10Y | +2,585.4% | +154.0% | +2,431.4% | +1,262.7% |
| All | +22,131.9% | +372.9% | +21,759.0% | +6,924.9% |
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