-13.3%
TSLA vs F
+2.7%
-16.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.3% | -4.3% |
| 7D | -4.7% | +6.0% | -10.7% | -6.7% |
| 30D | +1.7% | +4.3% | -2.6% | 0.0% |
| 3M | +17.7% | -10.1% | +27.7% | +22.0% |
| 6M | -1.9% | +12.8% | -14.6% | -5.9% |
| YTD | -14.3% | -0.1% | -14.3% | -15.8% |
| 1Y | -13.3% | +3.7% | -17.0% | -15.4% |
| All | -13.3% | +2.7% | -16.0% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling