+2,650.1%
TSLA vs TFC
+98.5%
+2,551.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -3.4% | -2.5% | -0.9% | -2.3% |
| 30D | +9.2% | -2.8% | +12.1% | +10.5% |
| 3M | -4.7% | +2.1% | -6.9% | -6.1% |
| 6M | -8.9% | +10.1% | -19.0% | -13.8% |
| YTD | -19.2% | +5.4% | -24.6% | -22.2% |
| 1Y | +4.5% | +16.3% | -11.8% | -4.4% |
| 3Y | +46.3% | +95.9% | -49.6% | +7.2% |
| 5Y | +48.1% | +16.0% | +32.1% | +32.6% |
| All | +2,650.1% | +98.5% | +2,551.6% | +1,955.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling