+80.0%
TSLA vs FFIV
+103.5%
-23.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.5% |
| 7D | -6.4% | -2.1% | -4.3% | -5.2% |
| 30D | -1.2% | -33.8% | +32.6% | +18.6% |
| 3M | +15.1% | -20.6% | +35.7% | +24.8% |
| 6M | -11.7% | -10.2% | -1.5% | -10.0% |
| YTD | -15.9% | +24.5% | -40.4% | -29.4% |
| 1Y | -12.0% | +29.3% | -41.3% | -27.9% |
| 3Y | +80.0% | +103.8% | -23.7% | +11.8% |
| All | +80.0% | +103.5% | -23.4% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling