+3,125.8%
TSLA vs TFC
+79.2%
+3,046.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.4% |
| 7D | +8.9% | +2.3% | +6.7% | +7.8% |
| 30D | +6.3% | +10.8% | -4.5% | +1.1% |
| 3M | +14.8% | -3.8% | +18.5% | +16.4% |
| 6M | -12.4% | +9.6% | -21.9% | -16.8% |
| YTD | -13.2% | +5.8% | -19.0% | -16.8% |
| 1Y | -2.9% | +16.2% | -19.1% | -11.2% |
| 3Y | +74.4% | +96.0% | -21.5% | +27.2% |
| 5Y | +13.3% | +1.7% | +11.6% | +6.1% |
| All | +3,125.8% | +79.2% | +3,046.6% | +2,351.9% |
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