+21,479.5%
TSLA vs FICO
+3,062.5%
+18,417.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.9% | -11.7% | -11.1% |
| 7D | -14.8% | -0.3% | -14.5% | -14.7% |
| 30D | -9.7% | +1.7% | -11.4% | -11.9% |
| 3M | +6.9% | -35.2% | +42.1% | +21.8% |
| 6M | -11.7% | -33.7% | +21.9% | -4.0% |
| YTD | -23.6% | -58.2% | +34.6% | -0.5% |
| 1Y | -25.6% | -56.6% | +31.0% | -5.4% |
| 3Y | +56.3% | -24.0% | +80.2% | +40.6% |
| 5Y | -15.6% | +86.1% | -101.7% | -53.7% |
| 10Y | +2,605.4% | +522.8% | +2,082.6% | +774.3% |
| All | +21,479.5% | +3,062.5% | +18,417.0% | +3,348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling