+77.7%
TSLA vs TMF
-31.3%
+109.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +2.1% |
| 7D | +15.6% | -8.2% | +23.8% | +16.5% |
| 30D | +5.9% | +5.3% | +0.6% | +5.2% |
| 3M | +21.4% | -8.5% | +29.8% | +22.3% |
| 6M | -8.3% | -17.2% | +8.9% | -6.8% |
| YTD | -11.6% | -23.4% | +11.8% | -9.7% |
| 1Y | -7.7% | -30.2% | +22.5% | -5.1% |
| All | +77.7% | -31.3% | +109.0% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling