+48.1%
TSLA vs FOXA
+90.4%
-42.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.2% | -2.1% |
| 7D | -3.4% | -3.7% | +0.3% | -1.6% |
| 30D | +9.2% | +5.4% | +3.9% | +6.2% |
| 3M | -4.7% | -3.7% | -1.0% | -4.6% |
| 6M | -8.9% | +12.6% | -21.5% | -17.2% |
| YTD | -19.2% | -10.0% | -9.2% | -16.5% |
| 1Y | +4.5% | +15.0% | -10.5% | -8.6% |
| 3Y | +46.3% | +115.1% | -68.8% | -12.6% |
| 5Y | +48.1% | +93.0% | -44.9% | -13.4% |
| All | +48.1% | +90.4% | -42.3% | -13.4% |
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 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