+1,620.9%
TSLA vs FND
+66.0%
+1,554.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.5% |
| 7D | +1.5% | -5.2% | +6.8% | +3.3% |
| 30D | +10.1% | -19.9% | +30.0% | +18.6% |
| 3M | -15.4% | +2.7% | -18.1% | -17.5% |
| 6M | -12.8% | -21.7% | +8.9% | -7.1% |
| YTD | -21.3% | -17.5% | -3.8% | -18.3% |
| 1Y | +4.6% | -39.3% | +43.9% | +20.3% |
| 3Y | +44.5% | -49.8% | +94.3% | +69.2% |
| 5Y | +44.8% | -60.1% | +104.9% | +75.2% |
| All | +1,620.9% | +66.0% | +1,554.8% | +1,354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling