+77.7%
TSLA vs F
+45.7%
+32.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.5% | +2.9% |
| 7D | +15.6% | -3.9% | +19.5% | +17.6% |
| 30D | +5.9% | -0.5% | +6.4% | +5.8% |
| 3M | +21.4% | -12.9% | +34.3% | +28.3% |
| 6M | -8.3% | +1.5% | -9.8% | -10.3% |
| YTD | -11.6% | -5.0% | -6.6% | -11.6% |
| 1Y | -7.7% | -7.3% | -0.4% | -6.6% |
| All | +77.7% | +45.7% | +32.0% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling