+47.6%
TSLA vs FANG
+232.6%
-185.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.2% | +2.9% | +0.3% | +2.4% |
| 30D | +11.6% | +2.6% | +9.0% | +10.7% |
| 3M | -8.4% | +7.6% | -16.0% | -10.8% |
| 6M | -10.4% | +17.3% | -27.7% | -15.9% |
| YTD | -18.7% | +38.7% | -57.4% | -28.1% |
| 1Y | -0.9% | +51.6% | -52.6% | -15.5% |
| 3Y | +33.6% | +50.0% | -16.4% | +12.0% |
| All | +47.6% | +232.6% | -185.0% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling