-2.9%
TSLA vs FIGR
-30.4%
+27.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.6% |
| 7D | +8.9% | +11.0% | -2.0% | +7.4% |
| 30D | +6.3% | +0.7% | +5.6% | +5.8% |
| 3M | +14.8% | -20.9% | +35.7% | +17.5% |
| 6M | -12.4% | -37.7% | +25.4% | -9.2% |
| YTD | -13.2% | -38.2% | +25.0% | -12.8% |
| 1Y | -2.9% | -27.1% | +24.2% | -3.7% |
| All | -2.9% | -30.4% | +27.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling