+15.5%
TSLA vs TMF
-88.6%
+104.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.8% |
| 7D | +8.9% | -9.3% | +18.2% | +9.4% |
| 30D | +6.3% | +1.9% | +4.3% | +6.1% |
| 3M | +14.8% | -11.2% | +26.0% | +15.4% |
| 6M | -12.4% | -17.7% | +5.3% | -11.6% |
| YTD | -13.2% | -24.5% | +11.2% | -12.2% |
| 1Y | -2.9% | -29.4% | +26.5% | -1.5% |
| 3Y | +74.4% | -33.4% | +107.9% | +76.5% |
| All | +15.5% | -88.6% | +104.1% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling