+20.3%
TSLA vs FGI
-69.8%
+90.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.9% |
| 7D | +3.4% | +5.2% | -1.8% | +3.2% |
| 30D | +12.0% | +65.2% | -53.2% | +7.6% |
| 3M | -10.0% | +30.2% | -40.1% | -13.0% |
| 6M | -7.2% | +87.8% | -95.0% | -13.6% |
| YTD | -18.1% | +32.5% | -50.6% | -22.8% |
| 1Y | +6.3% | +93.6% | -87.3% | -4.1% |
| 3Y | +48.2% | -2.6% | +50.7% | +35.3% |
| All | +20.3% | -69.8% | +90.1% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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