+46.2%
TSLA vs RJF
+106.2%
-60.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | +3.0% | -0.3% | +3.3% | +3.3% |
| 30D | +11.2% | -2.0% | +13.2% | +12.7% |
| 3M | -7.3% | +16.3% | -23.6% | -17.3% |
| 6M | -7.7% | +16.9% | -24.7% | -18.8% |
| YTD | -18.2% | +10.4% | -28.7% | -25.8% |
| 1Y | +6.0% | +7.4% | -1.4% | -2.2% |
| 3Y | +48.0% | +72.2% | -24.2% | -2.3% |
| 5Y | +46.2% | +105.1% | -58.9% | -16.9% |
| All | +46.2% | +106.2% | -60.0% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling