-15.1%
TSLA vs FAST
+36.2%
-51.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.6% | +4.8% |
| 7D | -6.4% | +3.8% | -10.2% | -7.2% |
| 30D | -1.2% | +8.1% | -9.3% | -3.0% |
| 3M | +15.1% | +5.8% | +9.3% | +13.3% |
| 6M | -11.7% | +24.9% | -36.6% | -16.5% |
| YTD | -15.9% | +38.9% | -54.9% | -26.1% |
| All | -15.1% | +36.2% | -51.3% | -23.5% |
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 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