+2,698.1%
TSLA vs FFIV
+224.0%
+2,474.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +3.4% | -1.5% | +4.9% | +4.4% |
| 30D | +12.0% | -2.7% | +14.7% | +13.6% |
| 3M | -10.0% | -1.7% | -8.3% | -9.1% |
| 6M | -7.2% | +36.1% | -43.3% | -24.2% |
| YTD | -18.1% | +52.6% | -70.8% | -38.3% |
| 1Y | +6.3% | +21.5% | -15.2% | -8.8% |
| 3Y | +48.2% | +142.7% | -94.5% | -19.3% |
| 5Y | +46.5% | +92.6% | -46.1% | -9.2% |
| 10Y | +2,698.1% | +225.5% | +2,472.6% | +1,162.8% |
| All | +2,698.1% | +224.0% | +2,474.1% | +1,162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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