+3,185.6%
TSLA vs FE
+123.7%
+3,061.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +15.6% | -0.3% | +15.9% | +15.7% |
| 30D | +5.9% | +3.9% | +2.0% | +4.8% |
| 3M | +21.4% | -0.1% | +21.5% | +21.2% |
| 6M | -8.3% | +6.1% | -14.4% | -10.3% |
| YTD | -11.6% | +8.1% | -19.7% | -14.2% |
| 1Y | -7.7% | +4.4% | -12.1% | -9.5% |
| 3Y | +85.2% | +49.0% | +36.1% | +59.8% |
| 5Y | +15.4% | +46.1% | -30.7% | -0.4% |
| All | +3,185.6% | +123.7% | +3,061.9% | +2,901.2% |
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