+80.0%
TSLA vs FDS
-24.3%
+104.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | -6.4% | -5.0% | -1.4% | -5.6% |
| 30D | -1.2% | +13.8% | -15.0% | -3.9% |
| 3M | +15.1% | +14.8% | +0.2% | +11.6% |
| 6M | -11.7% | +47.4% | -59.1% | -20.7% |
| YTD | -15.9% | +14.2% | -30.1% | -15.8% |
| 1Y | -12.0% | +26.6% | -38.6% | -17.7% |
| 3Y | +80.0% | -24.4% | +104.5% | +141.4% |
| All | +80.0% | -24.3% | +104.4% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling