+4.6%
TSLA vs FANG
+43.7%
-39.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -6.2% |
| 7D | +1.5% | +0.8% | +0.7% | +1.6% |
| 30D | +10.1% | +7.6% | +2.5% | +11.5% |
| 3M | -15.4% | -1.3% | -14.1% | -15.0% |
| 6M | -12.8% | +14.7% | -27.4% | -10.6% |
| YTD | -21.3% | +34.8% | -56.1% | -18.8% |
| 1Y | +4.6% | +42.9% | -38.3% | +9.1% |
| All | +4.6% | +43.7% | -39.1% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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