+63.4%
TSLA vs RF
+104.8%
-41.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.5% |
| 7D | -10.4% | -0.9% | -9.5% | -9.8% |
| 30D | -5.2% | +6.0% | -11.2% | -8.8% |
| 3M | +12.1% | -8.9% | +21.0% | +18.9% |
| 6M | -10.2% | +2.3% | -12.5% | -12.4% |
| YTD | -20.3% | +7.6% | -27.9% | -26.2% |
| 1Y | -19.7% | +21.2% | -40.8% | -32.6% |
| 3Y | +63.4% | +108.5% | -45.2% | +3.0% |
| All | +63.4% | +104.8% | -41.5% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling