+32.9%
TSLA vs BX
+22.1%
+10.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | +0.6% |
| 7D | -3.4% | -8.9% | +5.5% | +2.3% |
| 30D | +9.2% | -14.8% | +24.0% | +20.7% |
| 3M | -4.7% | +6.9% | -11.7% | -9.5% |
| 6M | -8.9% | +16.3% | -25.2% | -19.6% |
| YTD | -19.2% | -16.1% | -3.1% | -10.9% |
| 1Y | +4.5% | -26.8% | +31.3% | +26.7% |
| All | +32.9% | +22.1% | +10.8% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling