+38.0%
TSLA vs FICO
+4.8%
+33.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -16.7% | +10.8% | -2.3% |
| 7D | +1.5% | -19.2% | +20.7% | +6.1% |
| 30D | +10.1% | -14.6% | +24.7% | +13.7% |
| 3M | -15.4% | -20.1% | +4.7% | -12.8% |
| 6M | -12.8% | -36.3% | +23.5% | -5.2% |
| YTD | -21.3% | -44.9% | +23.6% | -10.5% |
| 1Y | +4.6% | -38.6% | +43.2% | +11.6% |
| All | +38.0% | +4.8% | +33.2% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling