+2,382.1%
TSLA vs FTV
+90.8%
+2,291.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.3% |
| 7D | +1.5% | -4.5% | +6.0% | +4.6% |
| 30D | +10.1% | -7.1% | +17.2% | +15.5% |
| 3M | -15.4% | -7.2% | -8.2% | -11.8% |
| 6M | -12.8% | -1.5% | -11.3% | -13.1% |
| YTD | -21.3% | +3.5% | -24.7% | -25.4% |
| 1Y | +4.6% | +20.3% | -15.8% | -11.7% |
| 3Y | +44.5% | -3.1% | +47.6% | +42.9% |
| 5Y | +44.8% | +2.3% | +42.5% | +36.4% |
| 10Y | +2,585.4% | +76.3% | +2,509.1% | +1,819.1% |
| All | +2,382.1% | +90.8% | +2,291.3% | +1,673.1% |
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