+2,533.1%
TSLA vs RF
+347.6%
+2,185.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.9% | -5.9% |
| 7D | +1.5% | +1.3% | +0.2% | +0.9% |
| 30D | +10.1% | -3.6% | +13.7% | +11.9% |
| 3M | -15.4% | +8.1% | -23.5% | -18.6% |
| 6M | -12.8% | +11.5% | -24.2% | -17.7% |
| YTD | -21.3% | +15.6% | -36.8% | -27.4% |
| 1Y | +4.6% | +15.7% | -11.1% | -4.1% |
| 3Y | +44.5% | +86.9% | -42.4% | +5.9% |
| 5Y | +44.8% | +89.8% | -45.0% | +5.2% |
| All | +2,533.1% | +347.6% | +2,185.5% | +1,332.9% |
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