+3,009.1%
TSLA vs RF
+241.0%
+2,768.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +1.5% | -1.3% | +2.8% | +2.3% |
| 30D | +3.4% | +4.6% | -1.3% | +1.2% |
| 3M | +17.4% | -8.4% | +25.9% | +22.3% |
| 6M | -12.2% | +8.9% | -21.0% | -16.1% |
| YTD | -13.1% | +8.8% | -21.9% | -17.6% |
| 1Y | -11.1% | +18.9% | -30.0% | -19.5% |
| 3Y | +82.1% | +116.0% | -33.9% | +25.0% |
| 5Y | +10.3% | +46.0% | -35.8% | -11.1% |
| 10Y | +3,009.1% | +231.7% | +2,777.4% | +1,750.7% |
| All | +3,009.1% | +241.0% | +2,768.1% | +1,750.7% |
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