+40.9%
TSLA vs FDS
-16.8%
+57.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.5% | -2.4% | -4.4% |
| 7D | +1.5% | -1.9% | +3.4% | +2.5% |
| 30D | +10.1% | +9.0% | +1.1% | +6.3% |
| 3M | -15.4% | +18.9% | -34.2% | -22.6% |
| 6M | -12.8% | +35.1% | -47.9% | -27.3% |
| YTD | -21.3% | +5.5% | -26.8% | -23.7% |
| 1Y | +4.6% | -16.8% | +21.4% | +19.4% |
| 3Y | +44.5% | -28.1% | +72.6% | +83.7% |
| All | +40.9% | -16.8% | +57.7% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling