+48.2%
TSLA vs FDS
-30.4%
+78.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.3% | +8.3% | +4.9% |
| 7D | +3.4% | -5.4% | +8.8% | +4.6% |
| 30D | +12.0% | +1.6% | +10.5% | +11.7% |
| 3M | -10.0% | +17.7% | -27.7% | -13.7% |
| 6M | -7.2% | +29.1% | -36.3% | -14.6% |
| YTD | -18.1% | +1.0% | -19.1% | -15.9% |
| 1Y | +6.3% | -21.6% | +27.9% | +28.4% |
| 3Y | +48.2% | -30.1% | +78.3% | +98.3% |
| All | +48.2% | -30.4% | +78.6% | +98.3% |
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