-11.1%
TSLA vs TMF
-26.6%
+15.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.5% | -3.4% | +4.8% | +2.2% |
| 30D | +3.4% | +11.5% | -8.1% | +0.1% |
| 3M | +17.4% | -4.5% | +21.9% | +19.0% |
| 6M | -12.2% | -15.0% | +2.8% | -8.5% |
| YTD | -13.1% | -19.9% | +6.8% | -10.2% |
| 1Y | -11.1% | -26.6% | +15.5% | -2.4% |
| All | -11.1% | -26.6% | +15.5% | -2.4% |
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 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