-0.9%
TSLA vs USFR
+4.1%
-5.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +1.3% |
| 7D | +3.2% | +0.1% | +3.1% | +4.7% |
| 30D | +11.6% | +0.4% | +11.2% | +16.8% |
| 3M | -8.4% | +1.0% | -9.5% | +6.5% |
| 6M | -10.4% | +2.0% | -12.4% | +4.3% |
| YTD | -18.7% | +2.8% | -21.5% | -20.4% |
| 1Y | -0.9% | +4.1% | -5.0% | -49.7% |
| All | -0.9% | +4.1% | -5.0% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling