+80.0%
TSLA vs TFC
+91.2%
-11.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.2% |
| 7D | -6.4% | +0.3% | -6.7% | -6.5% |
| 30D | -1.2% | +9.2% | -10.4% | -7.2% |
| 3M | +15.1% | -2.9% | +18.0% | +16.8% |
| 6M | -11.7% | +3.5% | -15.2% | -15.2% |
| YTD | -15.9% | +5.4% | -21.4% | -21.7% |
| 1Y | -12.0% | +17.3% | -29.3% | -25.4% |
| 3Y | +80.0% | +96.7% | -16.6% | +10.1% |
| All | +80.0% | +91.2% | -11.2% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling