+2,883.7%
TSLA vs TMF
-83.0%
+2,966.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.5% | +5.5% |
| 7D | -6.4% | +0.6% | -7.0% | -6.4% |
| 30D | -1.2% | +16.3% | -17.5% | -0.8% |
| 3M | +15.1% | -2.7% | +17.7% | +15.0% |
| 6M | -11.7% | -13.2% | +1.4% | -12.1% |
| YTD | -15.9% | -16.7% | +0.7% | -16.3% |
| 1Y | -12.0% | -22.7% | +10.7% | -12.6% |
| 3Y | +80.0% | -26.1% | +106.1% | +79.8% |
| 5Y | +10.8% | -88.4% | +99.2% | -8.3% |
| 10Y | +2,883.7% | -81.8% | +2,965.5% | +2,605.4% |
| All | +2,883.7% | -83.0% | +2,966.7% | +2,605.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling