+2,973.5%
TSLA vs FAST
+545.6%
+2,427.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -4.7% | +4.8% | -9.5% | -7.1% |
| 30D | -0.8% | +8.6% | -9.4% | -5.2% |
| 3M | +14.8% | +5.7% | +9.1% | +11.1% |
| 6M | -11.3% | +25.5% | -36.8% | -22.4% |
| YTD | -15.6% | +39.6% | -55.2% | -31.3% |
| 1Y | -14.7% | +35.5% | -50.2% | -29.4% |
| 3Y | +76.9% | +96.2% | -19.3% | +14.7% |
| 5Y | +6.7% | +110.2% | -103.5% | -34.3% |
| 10Y | +2,973.5% | +531.8% | +2,441.6% | +1,148.4% |
| All | +2,973.5% | +545.6% | +2,427.8% | +1,148.4% |
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