+4.5%
TSLA vs FDS
-28.0%
+32.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.7% | -1.2% |
| 7D | -3.4% | -16.0% | +12.6% | -3.7% |
| 30D | +9.2% | -6.7% | +16.0% | +9.3% |
| 3M | -4.7% | +6.0% | -10.7% | -4.2% |
| 6M | -8.9% | +25.1% | -34.0% | -8.4% |
| YTD | -19.2% | -8.1% | -11.0% | -18.6% |
| 1Y | +4.5% | -26.0% | +30.6% | +11.7% |
| All | +4.5% | -28.0% | +32.5% | +11.7% |
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 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