+48.2%
TSLA vs F
+41.2%
+6.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.2% | +8.2% | +5.9% |
| 7D | +3.4% | +1.2% | +2.2% | +2.7% |
| 30D | +12.0% | +1.2% | +10.8% | +11.3% |
| 3M | -10.0% | -5.7% | -4.3% | -7.8% |
| 6M | -7.2% | +17.9% | -25.1% | -14.7% |
| YTD | -18.1% | +10.4% | -28.5% | -22.9% |
| 1Y | +6.3% | +25.3% | -19.1% | -7.1% |
| 3Y | +48.2% | +37.5% | +10.7% | +13.0% |
| All | +48.2% | +41.2% | +6.9% | +13.0% |
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