-15.6%
TSLA vs FN
+148.3%
-163.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -14.2% | +3.5% | -6.6% |
| 7D | -14.8% | -16.0% | +1.2% | -10.7% |
| 30D | -9.7% | -40.1% | +30.4% | +4.1% |
| 3M | +6.9% | -43.9% | +50.8% | +23.3% |
| 6M | -11.7% | -55.6% | +43.9% | +7.4% |
| YTD | -23.6% | -35.7% | +12.1% | -21.2% |
| 1Y | -25.6% | -39.8% | +14.2% | -22.1% |
| 3Y | +56.3% | +80.3% | -24.0% | -2.5% |
| 5Y | -15.6% | +143.3% | -158.9% | -59.8% |
| All | -15.6% | +148.3% | -163.9% | -59.8% |
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