+46.5%
TSLA vs TFC
+15.2%
+31.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +5.3% |
| 7D | +3.4% | +2.2% | +1.1% | +1.9% |
| 30D | +12.0% | -2.5% | +14.5% | +13.5% |
| 3M | -10.0% | +4.5% | -14.5% | -13.1% |
| 6M | -7.2% | +11.0% | -18.2% | -14.4% |
| YTD | -18.1% | +5.9% | -24.0% | -22.7% |
| 1Y | +6.3% | +14.6% | -8.3% | -5.2% |
| 3Y | +48.2% | +96.7% | -48.6% | -4.0% |
| 5Y | +46.5% | +15.6% | +30.9% | +29.0% |
| All | +46.5% | +15.2% | +31.3% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling