+15.7%
TSLA vs FGI
-70.4%
+86.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.5% | -13.5% | -6.2% |
| 7D | +1.5% | +0.5% | +1.0% | +1.5% |
| 30D | +10.1% | +65.4% | -55.3% | +5.8% |
| 3M | -15.4% | +23.5% | -38.9% | -18.1% |
| 6M | -12.8% | +60.5% | -73.3% | -18.3% |
| YTD | -21.3% | +30.0% | -51.3% | -25.7% |
| 1Y | +4.6% | +82.1% | -77.5% | -5.4% |
| 3Y | +44.5% | -4.4% | +48.9% | +32.0% |
| All | +15.7% | -70.4% | +86.0% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling