+17.0%
TSLA vs FGI
-70.6%
+87.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.3% |
| 7D | -10.4% | -7.0% | -3.4% | -10.2% |
| 30D | -5.2% | -4.2% | -1.0% | -5.1% |
| 3M | +12.1% | +55.6% | -43.5% | +7.7% |
| 6M | -10.2% | -3.2% | -7.0% | -12.6% |
| YTD | -20.3% | +29.1% | -49.5% | -25.0% |
| 1Y | -19.7% | +51.0% | -70.6% | -25.3% |
| 3Y | +63.4% | +1.5% | +61.9% | +47.8% |
| All | +17.0% | -70.6% | +87.6% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling