+2,698.1%
TSLA vs FE
+113.1%
+2,585.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | +3.4% | +0.6% | +2.8% | +3.2% |
| 30D | +12.0% | -2.1% | +14.2% | +12.6% |
| 3M | -10.0% | +2.6% | -12.6% | -11.0% |
| 6M | -7.2% | -6.8% | -0.4% | -5.8% |
| YTD | -18.1% | +6.9% | -25.0% | -20.3% |
| 1Y | +6.3% | +11.6% | -5.3% | +2.1% |
| 3Y | +48.2% | +47.7% | +0.4% | +28.0% |
| 5Y | +46.5% | +46.2% | +0.3% | +26.3% |
| 10Y | +2,698.1% | +109.2% | +2,589.0% | +2,380.8% |
| All | +2,698.1% | +113.1% | +2,585.0% | +2,380.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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