+3,009.1%
TSLA vs FN
+850.1%
+2,159.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | +1.0% |
| 7D | +1.5% | +8.0% | -6.5% | -1.3% |
| 30D | +3.4% | -19.1% | +22.5% | +9.4% |
| 3M | +17.4% | -29.8% | +47.3% | +27.6% |
| 6M | -12.2% | -43.2% | +31.0% | +0.3% |
| YTD | -13.1% | -18.9% | +5.9% | -16.7% |
| 1Y | -11.1% | -17.9% | +6.8% | -16.0% |
| 3Y | +82.1% | +120.1% | -38.0% | +6.7% |
| 5Y | +10.3% | +206.7% | -196.4% | -46.6% |
| 10Y | +3,009.1% | +804.7% | +2,204.5% | +908.4% |
| All | +3,009.1% | +850.1% | +2,159.1% | +908.4% |
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