+2,883.7%
TSLA vs F
+88.0%
+2,795.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.2% |
| 7D | -6.4% | -0.6% | -5.7% | -6.1% |
| 30D | -1.2% | +2.9% | -4.1% | -2.8% |
| 3M | +15.1% | -9.5% | +24.5% | +20.0% |
| 6M | -11.7% | +4.0% | -15.8% | -14.9% |
| YTD | -15.9% | -1.3% | -14.7% | -17.4% |
| 1Y | -12.0% | -1.9% | -10.0% | -13.3% |
| 3Y | +80.0% | +53.5% | +26.6% | +35.6% |
| 5Y | +10.8% | -15.1% | +26.0% | +6.5% |
| 10Y | +2,883.7% | +81.0% | +2,802.7% | +1,696.8% |
| All | +2,883.7% | +88.0% | +2,795.7% | +1,696.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling