-13.3%
TSLA vs FDS
+31.1%
-44.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -3.2% |
| 7D | -4.7% | +9.4% | -14.1% | -4.3% |
| 30D | +1.7% | +23.8% | -22.1% | +2.5% |
| 3M | +17.7% | +25.1% | -7.5% | +19.0% |
| 6M | -1.9% | +53.8% | -55.7% | +0.1% |
| YTD | -14.3% | +19.6% | -33.9% | -14.5% |
| 1Y | -13.3% | +31.6% | -44.9% | -7.2% |
| All | -13.3% | +31.1% | -44.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling