-7.6%
TSLA vs FE
+42.2%
-49.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.7% | +4.5% |
| 7D | -10.4% | -1.0% | -9.4% | -10.3% |
| 30D | -5.2% | +4.1% | -9.3% | -5.9% |
| 3M | +12.1% | -1.0% | +13.1% | +12.2% |
| 6M | -10.2% | +4.0% | -14.2% | -11.3% |
| YTD | -20.3% | +6.8% | -27.2% | -22.2% |
| 1Y | -19.7% | +5.3% | -25.0% | -21.2% |
| 3Y | +63.4% | +44.6% | +18.8% | +40.7% |
| All | -7.6% | +42.2% | -49.8% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling