+40.8%
TSLA vs FE
+50.0%
-9.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -6.0% |
| 7D | +1.5% | +1.9% | -0.4% | +1.7% |
| 30D | +10.1% | -1.2% | +11.3% | +10.0% |
| 3M | -15.4% | +3.5% | -18.9% | -15.3% |
| 6M | -12.8% | -6.1% | -6.7% | -12.7% |
| YTD | -21.3% | +7.6% | -28.9% | -21.3% |
| 1Y | +4.6% | +11.9% | -7.3% | +4.5% |
| All | +40.8% | +50.0% | -9.2% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling