-15.6%
TSLA vs FICO
+84.1%
-99.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.9% | -11.7% | -11.0% |
| 7D | -14.8% | -0.3% | -14.5% | -14.7% |
| 30D | -9.7% | +1.7% | -11.4% | -11.2% |
| 3M | +6.9% | -35.2% | +42.1% | +17.8% |
| 6M | -11.7% | -33.7% | +21.9% | -6.3% |
| YTD | -23.6% | -58.2% | +34.6% | -5.3% |
| 1Y | -25.6% | -56.6% | +31.0% | -9.7% |
| 3Y | +56.3% | -24.0% | +80.2% | +37.4% |
| 5Y | -15.6% | +86.1% | -101.7% | -45.3% |
| All | -15.6% | +84.1% | -99.7% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling