+24,440.0%
TSLA vs TFC
+221.2%
+24,218.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +1.5% | -1.2% | +2.7% | +2.2% |
| 30D | +3.4% | +7.8% | -4.4% | -0.4% |
| 3M | +17.4% | -3.0% | +20.4% | +18.7% |
| 6M | -12.2% | +5.8% | -18.0% | -15.2% |
| YTD | -13.1% | +5.3% | -18.4% | -16.5% |
| 1Y | -11.1% | +15.7% | -26.8% | -18.5% |
| 3Y | +82.1% | +94.8% | -12.7% | +32.1% |
| 5Y | +10.3% | 0.0% | +10.2% | +5.1% |
| 10Y | +3,009.1% | +79.0% | +2,930.1% | +1,958.2% |
| All | +24,440.0% | +221.2% | +24,218.8% | +9,916.8% |
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