+15.5%
TSLA vs FND
-63.9%
+79.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.0% |
| 7D | +8.9% | -6.8% | +15.8% | +11.7% |
| 30D | +6.3% | +8.0% | -1.7% | +2.4% |
| 3M | +14.8% | -18.9% | +33.7% | +22.7% |
| 6M | -12.4% | +4.7% | -17.1% | -16.8% |
| YTD | -13.2% | -21.6% | +8.3% | -9.0% |
| 1Y | -2.9% | -22.0% | +19.1% | +1.6% |
| 3Y | +74.4% | -40.4% | +114.9% | +85.2% |
| All | +15.5% | -63.9% | +79.4% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling