+74.4%
TSLA vs FTI
+212.2%
-137.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.7% |
| 7D | +8.9% | +4.3% | +4.6% | +7.0% |
| 30D | +6.3% | -4.7% | +10.9% | +8.2% |
| 3M | +14.8% | -13.5% | +28.3% | +21.4% |
| 6M | -12.4% | -8.7% | -3.6% | -10.2% |
| YTD | -13.2% | +49.0% | -62.2% | -31.2% |
| 1Y | -2.9% | +54.0% | -57.0% | -24.7% |
| 3Y | +74.4% | +211.6% | -137.2% | -6.1% |
| All | +74.4% | +212.2% | -137.8% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling