+3,818.3%
TSLA vs SFM
+132.6%
+3,685.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.9% | -8.8% | -6.4% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +10.1% | -4.4% | +14.5% | +10.7% |
| 3M | -15.4% | +1.5% | -16.9% | -16.2% |
| 6M | -12.8% | +6.5% | -19.3% | -14.8% |
| YTD | -21.3% | +2.2% | -23.4% | -22.7% |
| 1Y | +4.6% | -41.9% | +46.5% | +13.0% |
| 3Y | +44.5% | +106.8% | -62.2% | +25.3% |
| 5Y | +44.8% | +231.6% | -186.8% | +13.9% |
| 10Y | +2,585.4% | +258.4% | +2,327.0% | +1,882.3% |
| All | +3,818.3% | +132.6% | +3,685.7% | +3,535.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling