+1,774.4%
TSLA vs FOXA
+90.8%
+1,683.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.5% | -4.5% |
| 7D | +1.5% | -4.0% | +5.5% | +3.3% |
| 30D | +10.1% | +12.0% | -1.9% | +4.5% |
| 3M | -15.4% | +0.3% | -15.6% | -17.0% |
| 6M | -12.8% | +12.5% | -25.3% | -19.5% |
| YTD | -21.3% | -9.6% | -11.6% | -19.6% |
| 1Y | +4.6% | +8.6% | -4.0% | -3.4% |
| 3Y | +44.5% | +118.5% | -74.0% | -3.7% |
| 5Y | +44.8% | +88.8% | -43.9% | +1.9% |
| All | +1,774.4% | +90.8% | +1,683.5% | +1,012.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling