+41.1%
TSLA vs FICO
+99.8%
-58.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -16.7% | +10.8% | -0.7% |
| 7D | +1.5% | -19.2% | +20.7% | +8.2% |
| 30D | +10.1% | -14.6% | +24.7% | +15.3% |
| 3M | -15.4% | -20.1% | +4.7% | -11.4% |
| 6M | -12.8% | -36.3% | +23.5% | -2.7% |
| YTD | -21.3% | -44.9% | +23.6% | -7.4% |
| 1Y | +4.6% | -38.6% | +43.2% | +14.2% |
| 3Y | +44.5% | +4.0% | +40.5% | +18.7% |
| All | +41.1% | +99.8% | -58.7% | -10.4% |
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