+3,185.6%
TSLA vs FN
+763.2%
+2,422.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +3.0% |
| 7D | +15.6% | +20.8% | -5.1% | +8.3% |
| 30D | +5.9% | -17.3% | +23.2% | +11.2% |
| 3M | +21.4% | -38.1% | +59.5% | +37.8% |
| 6M | -8.3% | -44.2% | +35.9% | +5.3% |
| YTD | -11.6% | -22.3% | +10.7% | -14.1% |
| 1Y | -7.7% | -20.9% | +13.2% | -11.7% |
| 3Y | +85.2% | +111.1% | -25.9% | +9.9% |
| 5Y | +15.4% | +191.8% | -176.4% | -43.2% |
| All | +3,185.6% | +763.2% | +2,422.4% | +985.1% |
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