+3,185.6%
TSLA vs FAST
+546.1%
+2,639.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +15.6% | +5.0% | +10.6% | +12.6% |
| 30D | +5.9% | +8.6% | -2.6% | +1.2% |
| 3M | +21.4% | +6.9% | +14.4% | +16.8% |
| 6M | -8.3% | +29.6% | -37.9% | -21.2% |
| YTD | -11.6% | +41.4% | -53.0% | -28.6% |
| 1Y | -7.7% | +38.5% | -46.2% | -24.6% |
| 3Y | +85.2% | +98.7% | -13.6% | +19.0% |
| 5Y | +15.4% | +108.0% | -92.7% | -28.7% |
| All | +3,185.6% | +546.1% | +2,639.6% | +1,165.5% |
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