+3,125.8%
TSLA vs FIS
-53.2%
+3,179.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -3.7% |
| 7D | +8.9% | +2.8% | +6.1% | +7.2% |
| 30D | +6.3% | -16.7% | +23.0% | +12.2% |
| 3M | +14.8% | -32.3% | +47.1% | +33.0% |
| 6M | -12.4% | -29.1% | +16.7% | -2.2% |
| YTD | -13.2% | -54.1% | +40.9% | +19.7% |
| 1Y | -2.9% | -53.7% | +50.8% | +33.0% |
| 3Y | +74.4% | -38.8% | +113.3% | +100.7% |
| 5Y | +13.3% | -71.1% | +84.4% | +90.7% |
| All | +3,125.8% | -53.2% | +3,179.0% | +4,022.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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