+33.6%
TSLA vs FRSH
-46.4%
+80.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.2% | -6.6% | +9.8% | +5.3% |
| 30D | +11.6% | +2.1% | +9.5% | +10.7% |
| 3M | -8.4% | +29.0% | -37.4% | -16.0% |
| 6M | -10.4% | +48.6% | -59.0% | -23.0% |
| YTD | -18.7% | -2.9% | -15.8% | -19.0% |
| 1Y | -0.9% | -7.9% | +7.0% | +0.2% |
| 3Y | +33.6% | -46.5% | +80.1% | +48.6% |
| All | +33.6% | -46.4% | +80.0% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling