+3,125.8%
TSLA vs CF
+479.1%
+2,646.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | +8.9% | +4.8% | +4.2% | +7.7% |
| 30D | +6.3% | +4.7% | +1.6% | +4.8% |
| 3M | +14.8% | +7.4% | +7.4% | +12.2% |
| 6M | -12.4% | +0.6% | -13.0% | -13.6% |
| YTD | -13.2% | +64.1% | -77.3% | -27.5% |
| 1Y | -2.9% | +51.4% | -54.3% | -17.2% |
| 3Y | +74.4% | +67.8% | +6.6% | +40.9% |
| 5Y | +13.3% | +114.1% | -100.8% | -19.8% |
| All | +3,125.8% | +479.1% | +2,646.8% | +1,525.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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