+33.6%
TSLA vs COF
+116.3%
-82.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.1% |
| 7D | +3.2% | -5.1% | +8.4% | +6.8% |
| 30D | +11.6% | -6.0% | +17.6% | +16.2% |
| 3M | -8.4% | +14.8% | -23.3% | -17.1% |
| 6M | -10.4% | +15.3% | -25.7% | -19.5% |
| YTD | -18.7% | -13.0% | -5.7% | -12.4% |
| 1Y | -0.9% | -5.7% | +4.8% | -0.3% |
| 3Y | +33.6% | +118.1% | -84.6% | -16.1% |
| All | +33.6% | +116.3% | -82.7% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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