+3,009.1%
TSLA vs FICO
+544.1%
+2,465.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.0% |
| 7D | +1.5% | +4.0% | -2.5% | -0.1% |
| 30D | +3.4% | -1.5% | +4.9% | +2.8% |
| 3M | +17.4% | -29.8% | +47.2% | +29.9% |
| 6M | -12.2% | -33.3% | +21.1% | -4.4% |
| YTD | -13.1% | -56.9% | +43.8% | +13.4% |
| 1Y | -11.1% | -59.5% | +48.4% | +19.4% |
| 3Y | +82.1% | -26.9% | +109.0% | +61.7% |
| 5Y | +10.3% | +92.9% | -82.7% | -47.6% |
| 10Y | +3,009.1% | +539.5% | +2,469.6% | +632.5% |
| All | +3,009.1% | +544.1% | +2,465.0% | +632.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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