+45.8%
TSLA vs FRSH
-72.5%
+118.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.2% | -6.6% | +9.8% | +5.6% |
| 30D | +11.6% | +2.1% | +9.5% | +10.5% |
| 3M | -8.4% | +29.0% | -37.4% | -17.1% |
| 6M | -10.4% | +48.6% | -59.0% | -24.3% |
| YTD | -18.7% | -2.9% | -15.8% | -20.7% |
| 1Y | -0.9% | -7.9% | +7.0% | -1.9% |
| 3Y | +33.6% | -46.5% | +80.1% | +54.7% |
| All | +45.8% | -72.5% | +118.3% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling