+46.2%
TSLA vs FTI
+1,177.2%
-1,131.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +3.0% | -2.3% | +5.4% | +3.8% |
| 30D | +11.2% | +5.0% | +6.1% | +9.3% |
| 3M | -7.3% | +13.8% | -21.1% | -11.8% |
| 6M | -7.7% | +22.9% | -30.6% | -15.3% |
| YTD | -18.2% | +75.0% | -93.2% | -33.9% |
| 1Y | +6.0% | +96.9% | -90.9% | -18.3% |
| 3Y | +48.0% | +276.7% | -228.7% | -10.0% |
| 5Y | +46.2% | +1,157.0% | -1,110.8% | -42.4% |
| All | +46.2% | +1,177.2% | -1,131.0% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling