+2,883.7%
TSLA vs RF
+277.2%
+2,606.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.5% |
| 7D | -6.4% | -0.1% | -6.2% | -6.2% |
| 30D | -1.2% | +7.0% | -8.2% | -4.4% |
| 3M | +15.1% | -7.0% | +22.1% | +18.9% |
| 6M | -11.7% | +6.8% | -18.5% | -14.9% |
| YTD | -15.9% | +9.9% | -25.8% | -20.7% |
| 1Y | -12.0% | +21.1% | -33.1% | -21.0% |
| 3Y | +80.0% | +119.6% | -39.6% | +22.9% |
| 5Y | +10.8% | +46.2% | -35.4% | -10.7% |
| 10Y | +2,883.7% | +261.5% | +2,622.1% | +1,731.2% |
| All | +2,883.7% | +277.2% | +2,606.5% | +1,731.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling