+2,871.6%
TSLA vs USFR
+27.5%
+2,844.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | +0.1% | +1.5% | +1.5% |
| 30D | +10.1% | +0.3% | +9.8% | +10.2% |
| 3M | -15.4% | +1.0% | -16.4% | -15.2% |
| 6M | -12.8% | +1.9% | -14.7% | -12.5% |
| YTD | -21.3% | +2.6% | -23.9% | -21.0% |
| 1Y | +4.6% | +4.0% | +0.6% | +5.1% |
| 3Y | +44.5% | +14.1% | +30.4% | +47.6% |
| 5Y | +44.8% | +20.4% | +24.4% | +48.2% |
| 10Y | +2,585.4% | +28.0% | +2,557.4% | +2,654.6% |
| All | +2,871.6% | +27.5% | +2,844.1% | +2,929.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling