+40.8%
TSLA vs FFIV
+140.3%
-99.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.7% |
| 7D | +1.5% | -1.0% | +2.5% | +2.1% |
| 30D | +10.1% | -5.1% | +15.2% | +12.9% |
| 3M | -15.4% | -4.5% | -10.9% | -13.2% |
| 6M | -12.8% | +36.5% | -49.2% | -26.7% |
| YTD | -21.3% | +53.0% | -74.2% | -38.5% |
| 1Y | +4.6% | +24.2% | -19.6% | -8.6% |
| All | +40.8% | +140.3% | -99.5% | -19.5% |
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