+63.4%
TSLA vs TMF
-25.3%
+88.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | -10.4% | +1.2% | -11.6% | -10.5% |
| 30D | -5.2% | +19.7% | -24.9% | -7.1% |
| 3M | +12.1% | -2.1% | +14.2% | +12.3% |
| 6M | -10.2% | -13.4% | +3.3% | -9.0% |
| YTD | -20.3% | -16.7% | -3.6% | -19.1% |
| 1Y | -19.7% | -23.3% | +3.7% | -17.9% |
| 3Y | +63.4% | -24.8% | +88.2% | +59.2% |
| All | +63.4% | -25.3% | +88.7% | +59.2% |
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