-12.2%
TSLA vs FAST
+27.5%
-39.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.6% |
| 7D | +1.5% | +4.3% | -2.8% | +0.3% |
| 30D | +3.4% | +8.3% | -4.9% | +1.5% |
| 3M | +17.4% | +6.5% | +11.0% | +14.9% |
| 6M | -12.2% | +29.5% | -41.7% | -18.3% |
| All | -12.2% | +27.5% | -39.6% | -18.3% |
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