+6.0%
TSLA vs TFC
+13.9%
-7.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +3.0% | -1.3% | +4.3% | +3.3% |
| 30D | +11.2% | -2.3% | +13.5% | +11.6% |
| 3M | -7.3% | +2.5% | -9.7% | -7.9% |
| 6M | -7.7% | +9.5% | -17.2% | -10.9% |
| YTD | -18.2% | +5.1% | -23.3% | -20.6% |
| 1Y | +6.0% | +15.5% | -9.5% | -1.1% |
| All | +6.0% | +13.9% | -7.9% | -1.1% |
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