+46.2%
TSLA vs USFR
+20.4%
+25.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.0% | +0.1% | +3.0% | +3.3% |
| 30D | +11.2% | +0.3% | +10.9% | +12.6% |
| 3M | -7.3% | +1.0% | -8.3% | -3.0% |
| 6M | -7.7% | +1.9% | -9.7% | 0.0% |
| YTD | -18.2% | +2.7% | -20.9% | -9.5% |
| 1Y | +6.0% | +4.0% | +2.0% | +22.2% |
| 3Y | +48.0% | +14.0% | +34.0% | +196.4% |
| 5Y | +46.2% | +20.4% | +25.8% | +259.1% |
| All | +46.2% | +20.4% | +25.8% | +259.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling