-12.8%
TSLA vs FAST
+8.2%
-20.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.1% |
| 7D | +1.5% | -0.4% | +1.9% | +1.5% |
| 30D | +10.1% | -0.8% | +10.9% | +10.1% |
| 3M | -15.4% | +5.8% | -21.1% | -16.1% |
| 6M | -12.8% | +8.0% | -20.8% | -15.3% |
| All | -12.8% | +8.2% | -20.9% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling