-0.9%
TSLA vs SFM
-46.0%
+45.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | +3.2% | -10.6% | +13.8% | +3.2% |
| 30D | +11.6% | -15.5% | +27.0% | +11.6% |
| 3M | -8.4% | -17.4% | +9.0% | -8.5% |
| 6M | -10.4% | -3.4% | -7.0% | -11.2% |
| YTD | -18.7% | -8.7% | -10.1% | -18.8% |
| 1Y | -0.9% | -47.2% | +46.3% | -15.0% |
| All | -0.9% | -46.0% | +45.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling