+10.8%
TSLA vs FFIV
+42.4%
-31.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.2% |
| 7D | -6.4% | -2.1% | -4.3% | -4.9% |
| 30D | -1.2% | -33.8% | +32.6% | +24.2% |
| 3M | +15.1% | -20.6% | +35.7% | +27.7% |
| 6M | -11.7% | -10.2% | -1.5% | -9.6% |
| YTD | -15.9% | +24.5% | -40.4% | -32.5% |
| 1Y | -12.0% | +29.3% | -41.3% | -31.5% |
| 3Y | +80.0% | +103.8% | -23.7% | -5.3% |
| 5Y | +10.8% | +40.9% | -30.1% | -26.6% |
| All | +10.8% | +42.4% | -31.6% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling