+24.1%
TSLA vs FGI
-70.0%
+94.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.7% | -4.1% | -0.6% | -4.6% |
| 30D | -0.8% | -3.4% | +2.6% | -0.7% |
| 3M | +14.8% | +61.8% | -47.0% | +10.1% |
| 6M | -11.3% | +17.0% | -28.4% | -14.3% |
| YTD | -15.6% | +31.4% | -47.0% | -20.5% |
| 1Y | -14.7% | +42.7% | -57.4% | -20.5% |
| 3Y | +76.9% | -0.1% | +77.1% | +60.9% |
| All | +24.1% | -70.0% | +94.1% | +26.4% |
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