+3,125.8%
TSLA vs F
+64.5%
+3,061.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +8.9% | -3.1% | +12.0% | +10.6% |
| 30D | +6.3% | 0.0% | +6.2% | +5.9% |
| 3M | +14.8% | -13.2% | +28.0% | +22.2% |
| 6M | -12.4% | -10.2% | -2.2% | -8.8% |
| YTD | -13.2% | -4.9% | -8.3% | -13.2% |
| 1Y | -2.9% | -6.1% | +3.2% | -2.5% |
| 3Y | +74.4% | +46.0% | +28.5% | +34.5% |
| 5Y | +13.3% | -15.7% | +29.0% | +9.4% |
| All | +3,125.8% | +64.5% | +3,061.4% | +1,914.5% |
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