+15.5%
TSLA vs FOXA
+76.9%
-61.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -3.7% |
| 7D | +8.9% | +2.7% | +6.3% | +7.5% |
| 30D | +6.3% | +10.0% | -3.7% | +1.1% |
| 3M | +14.8% | +5.0% | +9.8% | +11.1% |
| 6M | -12.4% | +3.4% | -15.8% | -16.2% |
| YTD | -13.2% | -5.5% | -7.7% | -12.9% |
| 1Y | -2.9% | +5.5% | -8.5% | -9.4% |
| 3Y | +74.4% | +139.3% | -64.9% | -4.3% |
| All | +15.5% | +76.9% | -61.4% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling