+4.6%
TSLA vs FRSH
-3.3%
+7.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.7% | -1.2% | -5.5% |
| 7D | +1.5% | -8.2% | +9.7% | +2.3% |
| 30D | +10.1% | +10.5% | -0.4% | +9.5% |
| 3M | -15.4% | +32.7% | -48.1% | -16.7% |
| 6M | -12.8% | +50.3% | -63.1% | -15.5% |
| YTD | -21.3% | +3.9% | -25.2% | -19.3% |
| 1Y | +4.6% | -2.2% | +6.7% | +2.1% |
| All | +4.6% | -3.3% | +7.9% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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