+38.0%
TSLA vs FN
+158.4%
-120.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.1% | -9.1% | -6.8% |
| 7D | +1.5% | -1.7% | +3.2% | +1.9% |
| 30D | +10.1% | -22.0% | +32.1% | +16.1% |
| 3M | -15.4% | -43.0% | +27.6% | -3.5% |
| 6M | -12.8% | -27.7% | +15.0% | -9.2% |
| YTD | -21.3% | -10.5% | -10.7% | -24.9% |
| 1Y | +4.6% | +12.5% | -7.9% | -9.0% |
| All | +38.0% | +158.4% | -120.3% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling