+22,131.9%
TSLA vs F
+190.6%
+21,941.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -6.7% |
| 7D | +1.5% | +5.3% | -3.8% | -1.1% |
| 30D | +10.1% | +4.6% | +5.5% | +7.7% |
| 3M | -15.4% | -3.7% | -11.7% | -13.7% |
| 6M | -12.8% | +16.8% | -29.6% | -20.5% |
| YTD | -21.3% | +15.3% | -36.6% | -28.2% |
| 1Y | +4.6% | +31.0% | -26.4% | -11.8% |
| 3Y | +44.5% | +45.4% | -0.9% | +10.9% |
| 5Y | +44.8% | +54.7% | -9.9% | +4.7% |
| 10Y | +2,585.4% | +98.2% | +2,487.2% | +1,420.9% |
| All | +22,131.9% | +190.6% | +21,941.3% | +9,920.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling