+3,125.8%
TSLA vs FN
+700.1%
+2,425.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.3% | +5.5% | +0.6% |
| 7D | +8.9% | +0.3% | +8.7% | +8.5% |
| 30D | +6.3% | -16.5% | +22.8% | +11.3% |
| 3M | +14.8% | -42.1% | +56.9% | +33.1% |
| 6M | -12.4% | -52.9% | +40.5% | +6.6% |
| YTD | -13.2% | -28.0% | +14.7% | -13.6% |
| 1Y | -2.9% | -18.5% | +15.6% | -8.6% |
| 3Y | +74.4% | +93.9% | -19.4% | +6.5% |
| 5Y | +13.3% | +170.5% | -157.2% | -42.9% |
| All | +3,125.8% | +700.1% | +2,425.7% | +991.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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