+2,635.4%
TSLA vs FTV
+127.6%
+2,507.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +8.9% | +3.9% | +5.0% | +6.3% |
| 30D | +6.3% | +18.7% | -12.4% | -4.9% |
| 3M | +14.8% | +10.0% | +4.8% | +7.7% |
| 6M | -12.4% | +14.6% | -26.9% | -20.5% |
| YTD | -13.2% | +23.4% | -36.7% | -26.8% |
| 1Y | -2.9% | +31.3% | -34.2% | -22.0% |
| 3Y | +74.4% | +39.8% | +34.6% | +35.7% |
| 5Y | +13.3% | +17.7% | -4.4% | -2.8% |
| 10Y | +3,004.2% | +110.2% | +2,894.0% | +1,872.1% |
| All | +2,635.4% | +127.6% | +2,507.9% | +1,639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling