+2,518.5%
TSLA vs FN
+900.0%
+1,618.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.1% | -9.1% | -7.0% |
| 7D | +1.5% | -1.7% | +3.2% | +2.0% |
| 30D | +10.1% | -22.0% | +32.1% | +17.6% |
| 3M | -15.4% | -43.0% | +27.6% | -0.8% |
| 6M | -12.8% | -27.7% | +15.0% | -8.7% |
| YTD | -21.3% | -10.5% | -10.7% | -25.4% |
| 1Y | +4.6% | +12.5% | -7.9% | -10.3% |
| 3Y | +44.5% | +153.8% | -109.3% | -17.4% |
| 5Y | +44.8% | +288.0% | -243.2% | -34.1% |
| All | +2,518.5% | +900.0% | +1,618.5% | +731.8% |
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