+2,883.7%
TSLA vs USFD
+368.6%
+2,515.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.5% | +4.3% |
| 7D | -6.4% | +3.9% | -10.3% | -8.0% |
| 30D | -1.2% | +12.8% | -14.1% | -6.4% |
| 3M | +15.1% | +1.0% | +14.1% | +13.9% |
| 6M | -11.7% | +30.3% | -42.0% | -22.1% |
| YTD | -15.9% | +46.0% | -61.9% | -30.6% |
| 1Y | -12.0% | +49.6% | -61.6% | -28.2% |
| 3Y | +80.0% | +166.3% | -86.2% | +16.1% |
| 5Y | +10.8% | +208.4% | -197.6% | -32.9% |
| 10Y | +2,883.7% | +371.2% | +2,512.4% | +1,161.8% |
| All | +2,883.7% | +368.6% | +2,515.0% | +1,161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling