-15.1%
TSLA vs FRMI
-89.6%
+74.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +26.7% | -28.5% | -4.0% |
| 7D | +8.9% | +66.2% | -57.3% | +3.9% |
| 30D | +6.3% | -17.4% | +23.7% | +6.5% |
| 3M | +14.8% | -60.5% | +75.2% | +20.9% |
| 6M | -12.4% | -56.5% | +44.1% | -9.4% |
| YTD | -13.2% | -67.4% | +54.1% | -9.4% |
| 1Y | -2.9% | -85.1% | +82.2% | +3.2% |
| All | -15.1% | -89.6% | +74.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 3y: compounded portfolio wealth divided by compounded FRMI 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…
3y analysis · Full analysis span regression · 6 months rolling