+15.5%
TSLA vs FAST
+106.5%
-90.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | +8.9% | +4.2% | +4.8% | +6.5% |
| 30D | +6.3% | +6.7% | -0.4% | +2.4% |
| 3M | +14.8% | +8.0% | +6.7% | +9.6% |
| 6M | -12.4% | +27.4% | -39.8% | -24.6% |
| YTD | -13.2% | +40.5% | -53.7% | -30.9% |
| 1Y | -2.9% | +38.4% | -41.3% | -22.0% |
| 3Y | +74.4% | +98.7% | -24.2% | +2.9% |
| All | +15.5% | +106.5% | -90.9% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling