-10.2%
TSLA vs FAST
+19.5%
-29.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.1% | +4.2% |
| 7D | -10.4% | +2.1% | -12.5% | -10.6% |
| 30D | -5.2% | +6.9% | -12.1% | -6.0% |
| 3M | +12.1% | +4.8% | +7.3% | +10.9% |
| 6M | -10.2% | +19.8% | -29.9% | -11.2% |
| All | -10.2% | +19.5% | -29.7% | -11.2% |
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