+2,664.3%
TSLA vs FTI
+305.3%
+2,359.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +3.2% | -4.4% | +7.6% | +4.3% |
| 30D | +11.6% | +1.5% | +10.1% | +11.1% |
| 3M | -8.4% | +8.2% | -16.6% | -10.7% |
| 6M | -10.4% | +18.8% | -29.2% | -15.1% |
| YTD | -18.7% | +71.7% | -90.4% | -30.1% |
| 1Y | -0.9% | +90.0% | -91.0% | -17.2% |
| 3Y | +33.6% | +270.5% | -236.9% | -6.4% |
| 5Y | +48.9% | +1,084.5% | -1,035.6% | -21.9% |
| All | +2,664.3% | +305.3% | +2,359.0% | +1,361.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling