+15.4%
TSLA vs USFR
+21.4%
-6.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +15.6% | +0.1% | +15.6% | +15.8% |
| 30D | +5.9% | +0.4% | +5.5% | +6.9% |
| 3M | +21.4% | +1.0% | +20.3% | +24.4% |
| 6M | -8.3% | +2.0% | -10.3% | -3.8% |
| YTD | -11.6% | +3.4% | -15.1% | -6.0% |
| 1Y | -7.7% | +4.1% | -11.8% | -1.5% |
| 3Y | +85.2% | +14.4% | +70.8% | +170.5% |
| 5Y | +15.4% | +21.4% | -6.0% | +45.5% |
| All | +15.4% | +21.4% | -6.0% | +45.5% |
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 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