-11.1%
TSLA vs SFM
-36.1%
+25.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.5% | +3.0% |
| 7D | +1.5% | -7.1% | +8.5% | +1.1% |
| 30D | +3.4% | -21.4% | +24.8% | +2.1% |
| 3M | +17.4% | -40.1% | +57.5% | +13.7% |
| 6M | -12.2% | -38.0% | +25.9% | -14.8% |
| YTD | -13.1% | -36.5% | +23.4% | -14.9% |
| 1Y | -11.1% | -35.2% | +24.1% | -12.7% |
| All | -11.1% | -36.1% | +25.0% | -12.7% |
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