+2,883.7%
TSLA vs FAST
+606.6%
+2,277.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.6% | +3.9% |
| 7D | -6.4% | +3.8% | -10.2% | -8.3% |
| 30D | -1.2% | +8.1% | -9.3% | -5.4% |
| 3M | +15.1% | +5.8% | +9.3% | +11.4% |
| 6M | -11.7% | +24.9% | -36.6% | -22.5% |
| YTD | -15.9% | +38.9% | -54.9% | -31.4% |
| 1Y | -12.0% | +36.5% | -48.5% | -27.4% |
| 3Y | +80.0% | +98.1% | -18.1% | +16.2% |
| 5Y | +10.8% | +109.3% | -98.5% | -31.5% |
| 10Y | +2,883.7% | +547.9% | +2,335.7% | +1,170.6% |
| All | +2,883.7% | +606.6% | +2,277.1% | +1,170.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling