+22,131.9%
TSLA vs BX
+2,952.6%
+19,179.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.3% |
| 7D | +1.5% | -4.4% | +5.9% | +4.0% |
| 30D | +10.1% | +0.1% | +10.0% | +10.1% |
| 3M | -15.4% | +16.0% | -31.4% | -22.3% |
| 6M | -12.8% | +21.6% | -34.4% | -22.7% |
| YTD | -21.3% | -8.9% | -12.4% | -19.1% |
| 1Y | +4.6% | -16.6% | +21.2% | +11.9% |
| 3Y | +44.5% | +43.3% | +1.2% | +16.9% |
| 5Y | +44.8% | +25.7% | +19.1% | +20.8% |
| 10Y | +2,585.4% | +689.5% | +1,895.9% | +873.6% |
| All | +22,131.9% | +2,952.6% | +19,179.3% | +4,129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling