+2,698.1%
TSLA vs TMF
-86.8%
+2,785.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.4% | +1.0% | +2.4% | +3.4% |
| 30D | +12.0% | -1.8% | +13.9% | +12.0% |
| 3M | -10.0% | -8.2% | -1.7% | -10.2% |
| 6M | -7.2% | -19.5% | +12.3% | -7.8% |
| YTD | -18.1% | -16.0% | -2.2% | -18.5% |
| 1Y | +6.3% | -22.5% | +28.8% | +5.6% |
| 3Y | +48.2% | -42.3% | +90.4% | +45.4% |
| 5Y | +46.5% | -87.7% | +134.2% | +23.8% |
| 10Y | +2,698.1% | -86.5% | +2,784.6% | +2,460.9% |
| All | +2,698.1% | -86.8% | +2,785.0% | +2,460.9% |
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