+4.6%
TSLA vs TMF
-15.2%
+19.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.0% |
| 7D | +1.5% | -1.4% | +3.0% | +1.8% |
| 30D | +10.1% | -2.8% | +12.9% | +10.5% |
| 3M | -15.4% | -10.9% | -4.5% | -14.3% |
| 6M | -12.8% | -21.3% | +8.5% | -12.3% |
| YTD | -21.3% | -15.9% | -5.4% | -20.7% |
| 1Y | +4.6% | -15.7% | +20.3% | +6.1% |
| All | +4.6% | -15.2% | +19.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling