-7.6%
TSLA vs FN
+170.4%
-177.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.7% | -7.4% | +0.8% |
| 7D | -10.4% | 0.0% | -10.4% | -10.9% |
| 30D | -5.2% | -34.3% | +29.1% | +6.2% |
| 3M | +12.1% | -39.9% | +52.0% | +26.7% |
| 6M | -10.2% | -51.8% | +41.7% | +6.7% |
| YTD | -20.3% | -28.1% | +7.8% | -20.6% |
| 1Y | -19.7% | -29.1% | +9.4% | -20.3% |
| 3Y | +63.4% | +102.4% | -39.1% | -1.6% |
| All | -7.6% | +170.4% | -177.9% | -57.1% |
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