+26.8%
TSLA vs FIG
-77.7%
+104.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.8% |
| 7D | +1.5% | -14.3% | +15.7% | +2.5% |
| 30D | +3.4% | -13.6% | +17.0% | +4.3% |
| 3M | +17.4% | -23.7% | +41.2% | +19.0% |
| 6M | -12.2% | -5.4% | -6.8% | -12.9% |
| YTD | -13.1% | -49.2% | +36.1% | -10.2% |
| 1Y | -11.1% | -57.4% | +46.3% | -7.2% |
| All | +26.8% | -77.7% | +104.5% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling