+48.2%
TSLA vs USFR
+14.0%
+34.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.7% |
| 30D | +12.0% | +0.3% | +11.7% | +13.8% |
| 3M | -10.0% | +1.0% | -11.0% | -5.6% |
| 6M | -7.2% | +1.9% | -9.1% | 0.0% |
| YTD | -18.1% | +2.7% | -20.8% | -10.8% |
| 1Y | +6.3% | +4.0% | +2.3% | +19.0% |
| 3Y | +48.2% | +14.0% | +34.1% | +250.5% |
| All | +48.2% | +14.0% | +34.1% | +250.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling