-13.3%
TSLA vs RF
+25.4%
-38.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.6% |
| 7D | -4.7% | +2.3% | -7.0% | -5.1% |
| 30D | +1.7% | +7.2% | -5.5% | +0.2% |
| 3M | +17.7% | -8.2% | +25.9% | +19.9% |
| 6M | -1.9% | +7.0% | -8.9% | -2.9% |
| YTD | -14.3% | +10.3% | -24.6% | -16.5% |
| 1Y | -13.3% | +25.1% | -38.4% | -19.6% |
| All | -13.3% | +25.4% | -38.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling