+23,015.9%
TSLA vs COF
+551.9%
+22,464.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.5% | +5.2% |
| 7D | +3.4% | +1.2% | +2.1% | +2.7% |
| 30D | +12.0% | -1.4% | +13.4% | +12.8% |
| 3M | -10.0% | +19.0% | -29.0% | -17.4% |
| 6M | -7.2% | +14.9% | -22.1% | -13.7% |
| YTD | -18.1% | -10.7% | -7.5% | -14.9% |
| 1Y | +6.3% | -1.3% | +7.6% | +4.9% |
| 3Y | +48.2% | +124.3% | -76.2% | +1.1% |
| 5Y | +46.5% | +51.1% | -4.6% | +16.2% |
| 10Y | +2,698.1% | +252.4% | +2,445.8% | +1,267.8% |
| All | +23,015.9% | +551.9% | +22,464.1% | +8,053.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling