+2,973.5%
TSLA vs FDS
+127.5%
+2,846.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.7% | -2.0% | -2.7% | -3.9% |
| 30D | -0.8% | +13.5% | -14.3% | -7.6% |
| 3M | +14.8% | +15.2% | -0.4% | +5.1% |
| 6M | -11.3% | +47.0% | -58.4% | -32.1% |
| YTD | -15.6% | +13.9% | -29.4% | -26.0% |
| 1Y | -14.7% | +25.2% | -39.9% | -30.8% |
| 3Y | +76.9% | -25.3% | +102.3% | +102.5% |
| 5Y | +6.7% | -23.3% | +30.0% | +19.7% |
| 10Y | +2,973.5% | +126.0% | +2,847.5% | +1,857.7% |
| All | +2,973.5% | +127.5% | +2,846.0% | +1,857.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling