-7.6%
TSLA vs USFD
+188.3%
-195.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -10.4% | +3.0% | -13.4% | -12.2% |
| 30D | -5.2% | +11.1% | -16.2% | -11.5% |
| 3M | +12.1% | -0.3% | +12.4% | +11.3% |
| 6M | -10.2% | +15.9% | -26.0% | -20.1% |
| YTD | -20.3% | +41.6% | -62.0% | -40.3% |
| 1Y | -19.7% | +49.4% | -69.1% | -42.4% |
| 3Y | +63.4% | +157.8% | -94.5% | -20.2% |
| All | -7.6% | +188.3% | -195.9% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling