+34.4%
TSLA vs RJF
+71.0%
-36.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | +3.0% | -0.3% | +3.3% | +3.3% |
| 30D | +11.2% | -2.0% | +13.2% | +12.8% |
| 3M | -7.3% | +16.3% | -23.6% | -17.7% |
| 6M | -7.7% | +16.9% | -24.7% | -19.3% |
| YTD | -18.2% | +10.4% | -28.7% | -26.3% |
| 1Y | +6.0% | +7.4% | -1.4% | -2.8% |
| All | +34.4% | +71.0% | -36.5% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling