+10.8%
TSLA vs FN
+206.7%
-195.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +11.9% | -6.3% | +2.0% |
| 7D | -6.4% | +16.3% | -22.7% | -11.0% |
| 30D | -1.2% | -24.7% | +23.5% | +6.2% |
| 3M | +15.1% | -34.9% | +50.0% | +26.9% |
| 6M | -11.7% | -41.1% | +29.4% | -1.3% |
| YTD | -15.9% | -19.6% | +3.7% | -19.0% |
| 1Y | -12.0% | -18.5% | +6.5% | -16.4% |
| 3Y | +80.0% | +119.1% | -39.1% | +6.4% |
| 5Y | +10.8% | +206.9% | -196.1% | -50.1% |
| All | +10.8% | +206.7% | -195.9% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling