+3,125.8%
TSLA vs USFR
+28.6%
+3,097.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | +0.1% | +8.9% | +9.0% |
| 30D | +6.3% | +0.4% | +5.9% | +6.4% |
| 3M | +14.8% | +1.1% | +13.7% | +15.2% |
| 6M | -12.4% | +2.0% | -14.4% | -11.8% |
| YTD | -13.2% | +3.5% | -16.7% | -12.5% |
| 1Y | -2.9% | +4.1% | -7.0% | -2.1% |
| 3Y | +74.4% | +14.4% | +60.1% | +81.4% |
| 5Y | +13.3% | +21.4% | -8.1% | +15.4% |
| All | +3,125.8% | +28.6% | +3,097.3% | +2,995.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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