+3,009.1%
TSLA vs CLF
+83.8%
+2,925.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.3% |
| 7D | +1.5% | +2.3% | -0.9% | +1.0% |
| 30D | +3.4% | +1.9% | +1.4% | +2.5% |
| 3M | +17.4% | +5.9% | +11.6% | +14.6% |
| 6M | -12.2% | +16.9% | -29.1% | -18.5% |
| YTD | -13.1% | -1.1% | -12.0% | -17.4% |
| 1Y | -11.1% | +28.8% | -39.9% | -21.8% |
| 3Y | +82.1% | -20.6% | +102.7% | +69.7% |
| 5Y | +10.3% | -41.5% | +51.8% | +6.1% |
| 10Y | +3,009.1% | +87.5% | +2,921.6% | +1,708.3% |
| All | +3,009.1% | +83.8% | +2,925.3% | +1,708.3% |
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