+41.1%
TSLA vs FAST
+100.5%
-59.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.4% |
| 7D | +1.5% | -0.4% | +1.9% | +1.7% |
| 30D | +10.1% | -0.8% | +10.9% | +10.5% |
| 3M | -15.4% | +5.8% | -21.1% | -18.5% |
| 6M | -12.8% | +8.0% | -20.8% | -17.6% |
| YTD | -21.3% | +25.6% | -46.9% | -32.9% |
| 1Y | +4.6% | +0.8% | +3.8% | +2.0% |
| 3Y | +44.5% | +86.1% | -41.6% | -11.4% |
| All | +41.1% | +100.5% | -59.4% | -23.7% |
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