+4.6%
TSLA vs TFC
+15.4%
-10.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -5.9% |
| 7D | +1.5% | +2.4% | -0.9% | +1.0% |
| 30D | +10.1% | -1.3% | +11.4% | +10.4% |
| 3M | -15.4% | +6.1% | -21.4% | -16.5% |
| 6M | -12.8% | +7.3% | -20.1% | -15.1% |
| YTD | -21.3% | +8.2% | -29.5% | -23.8% |
| 1Y | +4.6% | +14.4% | -9.8% | -2.7% |
| All | +4.6% | +15.4% | -10.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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