-0.9%
TSLA vs FOXA
+16.6%
-17.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.5% |
| 7D | +3.2% | +0.8% | +2.4% | +3.2% |
| 30D | +11.6% | +5.0% | +6.5% | +11.4% |
| 3M | -8.4% | -3.0% | -5.4% | -8.9% |
| 6M | -10.4% | +14.8% | -25.2% | -10.6% |
| YTD | -18.7% | -8.9% | -9.8% | -20.2% |
| 1Y | -0.9% | +13.3% | -14.2% | +0.6% |
| All | -0.9% | +16.6% | -17.5% | +0.6% |
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