+2,664.3%
TSLA vs FIVN
+118.5%
+2,545.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | 0.0% |
| 7D | +3.2% | -7.8% | +11.1% | +6.1% |
| 30D | +11.6% | -1.7% | +13.3% | +12.0% |
| 3M | -8.4% | +47.2% | -55.6% | -22.2% |
| 6M | -10.4% | +82.7% | -93.1% | -32.5% |
| YTD | -18.7% | +52.9% | -71.7% | -35.6% |
| 1Y | -0.9% | +17.5% | -18.4% | -13.3% |
| 3Y | +33.6% | -55.8% | +89.4% | +59.7% |
| 5Y | +48.9% | -82.3% | +131.2% | +133.6% |
| All | +2,664.3% | +118.5% | +2,545.8% | +2,048.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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