+15.5%
TSLA vs FICO
+91.4%
-75.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +8.9% | +2.2% | +6.7% | +8.3% |
| 30D | +6.3% | +0.1% | +6.2% | +5.3% |
| 3M | +14.8% | -35.2% | +49.9% | +27.0% |
| 6M | -12.4% | -32.4% | +20.0% | -7.2% |
| YTD | -13.2% | -57.4% | +44.2% | +7.6% |
| 1Y | -2.9% | -58.5% | +55.6% | +21.3% |
| 3Y | +74.4% | -28.9% | +103.3% | +57.5% |
| All | +15.5% | +91.4% | -75.9% | -30.9% |
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