+46.2%
TSLA vs FTV
+1.8%
+44.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.8% |
| 7D | +3.0% | -1.3% | +4.3% | +4.1% |
| 30D | +11.2% | -9.5% | +20.7% | +19.8% |
| 3M | -7.3% | -10.9% | +3.6% | +0.4% |
| 6M | -7.7% | -0.6% | -7.1% | -9.3% |
| YTD | -18.2% | +1.4% | -19.6% | -22.8% |
| 1Y | +6.0% | +17.6% | -11.6% | -13.8% |
| 3Y | +48.0% | -3.3% | +51.3% | +43.9% |
| 5Y | +46.2% | -0.1% | +46.3% | +22.3% |
| All | +46.2% | +1.8% | +44.3% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling