+34.4%
TSLA vs FTV
-3.3%
+37.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | +3.0% | -1.3% | +4.3% | +3.9% |
| 30D | +11.2% | -9.5% | +20.7% | +18.4% |
| 3M | -7.3% | -10.9% | +3.6% | -0.7% |
| 6M | -7.7% | -0.6% | -7.1% | -9.2% |
| YTD | -18.2% | +1.4% | -19.6% | -22.3% |
| 1Y | +6.0% | +17.6% | -11.6% | -13.4% |
| All | +34.4% | -3.3% | +37.7% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling