+3,125.8%
TSLA vs FERG
+424.2%
+2,701.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +8.9% | +9.7% | -0.8% | +5.8% |
| 30D | +6.3% | +15.0% | -8.8% | +1.8% |
| 3M | +14.8% | +3.8% | +11.0% | +13.3% |
| 6M | -12.4% | +10.6% | -23.0% | -15.4% |
| YTD | -13.2% | +17.0% | -30.2% | -17.8% |
| 1Y | -2.9% | +7.1% | -10.0% | -5.8% |
| 3Y | +74.4% | +67.7% | +6.7% | +48.4% |
| 5Y | +13.3% | +76.4% | -63.1% | -7.7% |
| All | +3,125.8% | +424.2% | +2,701.6% | +2,344.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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