+22,131.9%
TSLA vs FE
+170.0%
+21,961.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.8% |
| 7D | +1.5% | +1.9% | -0.4% | +1.1% |
| 30D | +10.1% | -1.2% | +11.3% | +10.4% |
| 3M | -15.4% | +3.5% | -18.9% | -16.3% |
| 6M | -12.8% | -6.1% | -6.7% | -11.9% |
| YTD | -21.3% | +7.6% | -28.9% | -23.1% |
| 1Y | +4.6% | +11.9% | -7.3% | +1.2% |
| 3Y | +44.5% | +48.4% | -3.9% | +28.5% |
| 5Y | +44.8% | +44.8% | 0.0% | +29.2% |
| 10Y | +2,585.4% | +115.9% | +2,469.5% | +2,183.0% |
| All | +22,131.9% | +170.0% | +21,961.9% | +17,398.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling