+22,391.8%
TSLA vs TMF
-63.7%
+22,455.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | -10.4% | +1.2% | -11.6% | -10.3% |
| 30D | -5.2% | +19.7% | -24.9% | -3.2% |
| 3M | +12.1% | -2.1% | +14.2% | +12.0% |
| 6M | -10.2% | -13.4% | +3.3% | -11.5% |
| YTD | -20.3% | -16.7% | -3.6% | -21.8% |
| 1Y | -19.7% | -23.3% | +3.7% | -21.9% |
| 3Y | +63.4% | -24.8% | +88.2% | +61.3% |
| 5Y | -12.1% | -88.0% | +76.0% | -34.5% |
| 10Y | +2,719.7% | -84.7% | +2,804.5% | +2,291.3% |
| All | +22,391.8% | -63.7% | +22,455.5% | +27,771.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling