+19.3%
TSLA vs FIG
-74.1%
+93.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.1% |
| 7D | +3.0% | -14.5% | +17.5% | +3.8% |
| 30D | +11.2% | -13.3% | +24.5% | +11.8% |
| 3M | -7.3% | +7.4% | -14.7% | -8.0% |
| 6M | -7.7% | -27.8% | +20.0% | -6.6% |
| YTD | -18.2% | -41.1% | +22.9% | -16.2% |
| 1Y | +6.0% | -58.7% | +64.7% | +11.3% |
| All | +19.3% | -74.1% | +93.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling