+23.2%
TSLA vs FIG
-78.1%
+101.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.4% | +0.7% |
| 7D | -4.7% | -11.4% | +6.7% | -3.9% |
| 30D | -0.8% | -17.2% | +16.4% | +0.3% |
| 3M | +14.8% | -26.6% | +41.4% | +16.6% |
| 6M | -11.3% | -9.8% | -1.5% | -11.8% |
| YTD | -15.6% | -50.1% | +34.6% | -12.7% |
| 1Y | -14.7% | -58.1% | +43.4% | -10.9% |
| All | +23.2% | -78.1% | +101.3% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling