+3,185.6%
TSLA vs FTV
+109.0%
+3,076.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +15.6% | +3.7% | +11.9% | +12.9% |
| 30D | +5.9% | +16.8% | -10.9% | -4.5% |
| 3M | +21.4% | +10.4% | +11.0% | +13.4% |
| 6M | -8.3% | +12.8% | -21.1% | -16.2% |
| YTD | -11.6% | +23.3% | -34.9% | -25.8% |
| 1Y | -7.7% | +31.0% | -38.7% | -26.2% |
| 3Y | +85.2% | +38.6% | +46.6% | +43.6% |
| 5Y | +15.4% | +17.6% | -2.2% | -1.5% |
| All | +3,185.6% | +109.0% | +3,076.6% | +1,638.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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