+2,681.1%
TSLA vs FICO
+512.2%
+2,168.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | -10.4% | -0.9% | -9.5% | -10.1% |
| 30D | -5.2% | +3.3% | -8.5% | -8.2% |
| 3M | +12.1% | -31.7% | +43.8% | +25.4% |
| 6M | -10.2% | -34.0% | +23.8% | -2.1% |
| YTD | -20.3% | -58.3% | +38.0% | +5.3% |
| 1Y | -19.7% | -57.9% | +38.3% | +5.2% |
| 3Y | +63.4% | -24.1% | +87.4% | +40.8% |
| 5Y | -12.1% | +85.3% | -97.4% | -57.8% |
| All | +2,681.1% | +512.2% | +2,168.9% | +581.9% |
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