+41.1%
TSLA vs TMF
-87.5%
+128.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -5.9% |
| 7D | +1.5% | -1.4% | +3.0% | +1.6% |
| 30D | +10.1% | -2.8% | +12.9% | +10.2% |
| 3M | -15.4% | -10.9% | -4.5% | -15.0% |
| 6M | -12.8% | -21.3% | +8.5% | -12.1% |
| YTD | -21.3% | -15.9% | -5.4% | -20.8% |
| 1Y | +4.6% | -15.7% | +20.3% | +5.1% |
| 3Y | +44.5% | -43.4% | +87.9% | +44.4% |
| All | +41.1% | -87.5% | +128.6% | +6.5% |
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