+3,125.8%
TSLA vs RF
+223.4%
+2,902.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.4% |
| 7D | +8.9% | +1.9% | +7.0% | +7.9% |
| 30D | +6.3% | +7.3% | -1.0% | +2.7% |
| 3M | +14.8% | -7.9% | +22.7% | +19.2% |
| 6M | -12.4% | +10.5% | -22.9% | -16.9% |
| YTD | -13.2% | +9.6% | -22.9% | -18.1% |
| 1Y | -2.9% | +20.3% | -23.2% | -12.7% |
| 3Y | +74.4% | +119.5% | -45.1% | +18.4% |
| 5Y | +13.3% | +48.2% | -34.9% | -9.5% |
| All | +3,125.8% | +223.4% | +2,902.5% | +1,715.9% |
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