+41.1%
TSLA vs USFD
+215.8%
-174.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.6% | -5.7% |
| 7D | +1.5% | -3.0% | +4.5% | +3.2% |
| 30D | +10.1% | +3.5% | +6.6% | +7.4% |
| 3M | -15.4% | +26.6% | -42.0% | -27.9% |
| 6M | -12.8% | +11.7% | -24.5% | -20.2% |
| YTD | -21.3% | +38.1% | -59.4% | -39.2% |
| 1Y | +4.6% | +33.4% | -28.8% | -17.7% |
| 3Y | +44.5% | +155.8% | -111.3% | -27.3% |
| All | +41.1% | +215.8% | -174.8% | -38.0% |
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