+23,636.9%
TSLA vs TFC
+221.7%
+23,415.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.6% |
| 7D | -6.4% | +0.3% | -6.7% | -6.5% |
| 30D | -1.2% | +9.2% | -10.4% | -5.4% |
| 3M | +15.1% | -2.9% | +18.0% | +16.2% |
| 6M | -11.7% | +3.5% | -15.2% | -13.9% |
| YTD | -15.9% | +5.4% | -21.4% | -19.3% |
| 1Y | -12.0% | +17.3% | -29.3% | -19.9% |
| 3Y | +80.0% | +96.7% | -16.6% | +30.0% |
| 5Y | +10.8% | -1.1% | +11.9% | +6.1% |
| 10Y | +2,883.7% | +84.7% | +2,798.9% | +1,843.3% |
| All | +23,636.9% | +221.7% | +23,415.3% | +9,582.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling