-13.3%
TSLA vs FOXA
+11.1%
-24.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -3.4% |
| 7D | -4.7% | +9.9% | -14.6% | -4.9% |
| 30D | +1.7% | +10.0% | -8.3% | +1.4% |
| 3M | +17.7% | +18.4% | -0.7% | +16.9% |
| 6M | -1.9% | +12.2% | -14.0% | -3.3% |
| YTD | -14.3% | -3.8% | -10.6% | -13.8% |
| 1Y | -13.3% | +8.9% | -22.2% | -9.4% |
| All | -13.3% | +11.1% | -24.4% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling