+6.3%
TSLA vs TMF
-21.2%
+27.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.4% | +1.0% | +2.4% | +3.2% |
| 30D | +12.0% | -1.8% | +13.9% | +12.2% |
| 3M | -10.0% | -8.2% | -1.7% | -9.3% |
| 6M | -7.2% | -19.5% | +12.3% | -7.0% |
| YTD | -18.1% | -16.0% | -2.2% | -17.8% |
| 1Y | +6.3% | -22.5% | +28.8% | +7.6% |
| All | +6.3% | -21.2% | +27.4% | +7.6% |
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