+2,681.1%
TSLA vs FN
+753.0%
+1,928.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.7% | -7.4% | +0.4% |
| 7D | -10.4% | 0.0% | -10.4% | -11.0% |
| 30D | -5.2% | -34.3% | +29.1% | +7.6% |
| 3M | +12.1% | -39.9% | +52.0% | +28.3% |
| 6M | -10.2% | -51.8% | +41.7% | +8.4% |
| YTD | -20.3% | -28.1% | +7.8% | -20.4% |
| 1Y | -19.7% | -29.1% | +9.4% | -20.1% |
| 3Y | +63.4% | +102.4% | -39.1% | -1.7% |
| 5Y | -12.1% | +171.7% | -183.7% | -55.6% |
| All | +2,681.1% | +753.0% | +1,928.1% | +815.1% |
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