+22,131.9%
TSLA vs TFC
+230.1%
+21,901.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | +1.5% | +2.4% | -0.9% | +0.3% |
| 30D | +10.1% | -1.3% | +11.4% | +10.6% |
| 3M | -15.4% | +6.1% | -21.4% | -18.1% |
| 6M | -12.8% | +7.3% | -20.1% | -16.4% |
| YTD | -21.3% | +8.2% | -29.5% | -25.2% |
| 1Y | +4.6% | +14.4% | -9.8% | -3.6% |
| 3Y | +44.5% | +93.7% | -49.2% | +5.0% |
| 5Y | +44.8% | +16.4% | +28.4% | +29.5% |
| 10Y | +2,585.4% | +101.6% | +2,483.8% | +1,573.8% |
| All | +22,131.9% | +230.1% | +21,901.8% | +8,877.6% |
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