+34.4%
TSLA vs FND
-50.0%
+84.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | +11.2% | -19.6% | +30.7% | +17.7% |
| 3M | -7.3% | -4.3% | -2.9% | -7.4% |
| 6M | -7.7% | -20.4% | +12.7% | -3.2% |
| YTD | -18.2% | -21.9% | +3.6% | -14.4% |
| 1Y | +6.0% | -45.2% | +51.2% | +24.2% |
| All | +34.4% | -50.0% | +84.5% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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