+63.4%
TSLA vs FICO
-24.3%
+87.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | -10.4% | -0.9% | -9.5% | -10.3% |
| 30D | -5.2% | +3.3% | -8.5% | -6.5% |
| 3M | +12.1% | -31.7% | +43.8% | +18.7% |
| 6M | -10.2% | -34.0% | +23.8% | -6.6% |
| YTD | -20.3% | -58.3% | +38.0% | -6.1% |
| 1Y | -19.7% | -57.9% | +38.3% | -6.0% |
| 3Y | +63.4% | -24.1% | +87.4% | +85.5% |
| All | +63.4% | -24.3% | +87.6% | +85.5% |
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 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