+41.1%
TSLA vs FN
+289.0%
-248.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.1% | -9.1% | -6.8% |
| 7D | +1.5% | -1.7% | +3.2% | +2.0% |
| 30D | +10.1% | -22.0% | +32.1% | +16.7% |
| 3M | -15.4% | -43.0% | +27.6% | -2.3% |
| 6M | -12.8% | -27.7% | +15.0% | -9.0% |
| YTD | -21.3% | -10.5% | -10.7% | -25.2% |
| 1Y | +4.6% | +12.5% | -7.9% | -9.6% |
| 3Y | +44.5% | +153.8% | -109.3% | -15.5% |
| All | +41.1% | +289.0% | -248.0% | -35.7% |
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