+2,664.3%
TSLA vs IFF
-20.3%
+2,684.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +3.2% | -3.2% | +6.4% | +4.4% |
| 30D | +11.6% | -0.3% | +11.9% | +11.6% |
| 3M | -8.4% | +8.4% | -16.9% | -11.6% |
| 6M | -10.4% | +23.0% | -33.4% | -18.3% |
| YTD | -18.7% | +25.5% | -44.2% | -27.1% |
| 1Y | -0.9% | +29.1% | -30.0% | -12.5% |
| 3Y | +33.6% | +31.7% | +1.9% | +13.7% |
| 5Y | +48.9% | -35.2% | +84.1% | +63.7% |
| All | +2,664.3% | -20.3% | +2,684.5% | +2,572.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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