+2,650.1%
TSLA vs RJF
+429.5%
+2,220.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.6% |
| 7D | -3.4% | -4.2% | +0.8% | -1.2% |
| 30D | +9.2% | -3.6% | +12.8% | +11.3% |
| 3M | -4.7% | +15.6% | -20.4% | -12.0% |
| 6M | -8.9% | +17.6% | -26.5% | -17.0% |
| YTD | -19.2% | +9.2% | -28.4% | -23.9% |
| 1Y | +4.5% | +5.5% | -1.0% | -0.1% |
| 3Y | +46.3% | +70.3% | -24.0% | +11.7% |
| 5Y | +48.1% | +106.0% | -57.9% | +3.9% |
| All | +2,650.1% | +429.5% | +2,220.6% | +1,394.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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