+15.4%
TSLA vs FICO
+87.6%
-72.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +15.6% | +1.4% | +14.2% | +15.2% |
| 30D | +5.9% | -0.8% | +6.7% | +5.2% |
| 3M | +21.4% | -31.3% | +52.7% | +31.8% |
| 6M | -8.3% | -33.9% | +25.6% | -2.2% |
| YTD | -11.6% | -57.6% | +45.9% | +9.6% |
| 1Y | -7.7% | -59.7% | +52.0% | +16.6% |
| 3Y | +85.2% | -28.0% | +113.2% | +66.4% |
| 5Y | +15.4% | +91.0% | -75.6% | -29.3% |
| All | +15.4% | +87.6% | -72.2% | -29.3% |
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