+2,664.3%
TSLA vs BX
+673.1%
+1,991.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -1.0% |
| 7D | +3.2% | -5.6% | +8.8% | +6.7% |
| 30D | +11.6% | -12.2% | +23.8% | +20.5% |
| 3M | -8.4% | +7.4% | -15.8% | -13.0% |
| 6M | -10.4% | +22.2% | -32.6% | -22.3% |
| YTD | -18.7% | -14.0% | -4.7% | -13.5% |
| 1Y | -0.9% | -27.3% | +26.4% | +16.1% |
| 3Y | +33.6% | +24.5% | +9.0% | +12.8% |
| 5Y | +48.9% | +18.9% | +30.0% | +23.1% |
| All | +2,664.3% | +673.1% | +1,991.2% | +932.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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