+15.4%
TSLA vs USFD
+208.8%
-193.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.5% |
| 7D | +15.6% | +1.3% | +14.3% | +14.8% |
| 30D | +5.9% | +10.6% | -4.6% | -0.7% |
| 3M | +21.4% | -2.4% | +23.8% | +22.2% |
| 6M | -8.3% | +28.9% | -37.2% | -23.3% |
| YTD | -11.6% | +43.7% | -55.3% | -34.1% |
| 1Y | -7.7% | +48.5% | -56.2% | -33.0% |
| 3Y | +85.2% | +154.7% | -69.5% | -7.7% |
| 5Y | +15.4% | +218.4% | -203.0% | -52.2% |
| All | +15.4% | +208.8% | -193.4% | -52.2% |
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