+2,681.1%
TSLA vs F
+80.8%
+2,600.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.6% |
| 7D | -10.4% | +1.6% | -12.0% | -11.1% |
| 30D | -5.2% | +2.6% | -7.8% | -6.7% |
| 3M | +12.1% | -8.8% | +20.9% | +16.5% |
| 6M | -10.2% | +4.6% | -14.8% | -13.6% |
| YTD | -20.3% | -1.9% | -18.4% | -21.5% |
| 1Y | -19.7% | -0.8% | -18.9% | -21.4% |
| 3Y | +63.4% | +43.5% | +19.9% | +27.3% |
| 5Y | -12.1% | -12.1% | 0.0% | -16.9% |
| All | +2,681.1% | +80.8% | +2,600.3% | +1,622.6% |
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