-13.3%
TSLA vs FAST
+32.0%
-45.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.7% |
| 7D | -4.7% | +3.4% | -8.1% | -5.5% |
| 30D | +1.7% | +5.5% | -3.8% | +0.3% |
| 3M | +17.7% | +7.6% | +10.1% | +15.3% |
| 6M | -1.9% | +19.8% | -21.7% | -6.7% |
| YTD | -14.3% | +35.5% | -49.8% | -26.2% |
| 1Y | -13.3% | +31.6% | -44.9% | -23.0% |
| All | -13.3% | +32.0% | -45.3% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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