+3,009.1%
TSLA vs F
+74.7%
+2,934.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.0% |
| 7D | +1.5% | -2.1% | +3.6% | +2.6% |
| 30D | +3.4% | +3.3% | +0.1% | +1.5% |
| 3M | +17.4% | -11.3% | +28.7% | +23.8% |
| 6M | -12.2% | +5.3% | -17.5% | -15.8% |
| YTD | -13.1% | -2.2% | -10.9% | -14.2% |
| 1Y | -11.1% | -3.5% | -7.5% | -11.7% |
| 3Y | +82.1% | +49.5% | +32.6% | +38.8% |
| 5Y | +10.3% | -13.5% | +23.8% | +5.2% |
| 10Y | +3,009.1% | +69.0% | +2,940.1% | +1,810.5% |
| All | +3,009.1% | +74.7% | +2,934.4% | +1,810.5% |
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