+2,883.7%
TSLA vs CLF
+92.7%
+2,791.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.0% | -1.4% | +3.7% |
| 7D | -6.4% | -14.1% | +7.7% | -2.6% |
| 30D | -1.2% | -5.5% | +4.3% | -0.1% |
| 3M | +15.1% | 0.0% | +15.1% | +14.0% |
| 6M | -11.7% | +11.3% | -23.0% | -17.0% |
| YTD | -15.9% | -7.7% | -8.3% | -18.7% |
| 1Y | -12.0% | +17.5% | -29.5% | -20.7% |
| 3Y | +80.0% | -25.4% | +105.5% | +70.6% |
| 5Y | +10.8% | -46.0% | +56.8% | +8.8% |
| 10Y | +2,883.7% | +80.1% | +2,803.6% | +1,655.1% |
| All | +2,883.7% | +92.7% | +2,791.0% | +1,655.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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