-14.7%
TSLA vs FAST
+36.9%
-51.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -4.7% | +4.8% | -9.5% | -5.8% |
| 30D | -0.8% | +8.6% | -9.4% | -2.7% |
| 3M | +14.8% | +5.7% | +9.1% | +13.0% |
| 6M | -11.3% | +25.5% | -36.8% | -16.2% |
| YTD | -15.6% | +39.6% | -55.2% | -25.9% |
| 1Y | -14.7% | +35.5% | -50.2% | -23.3% |
| All | -14.7% | +36.9% | -51.6% | -23.3% |
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