+2,737.0%
TSLA vs FIS
-41.9%
+2,779.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +1.5% |
| 7D | +3.0% | -9.1% | +12.1% | +7.5% |
| 30D | +11.2% | -10.4% | +21.6% | +16.6% |
| 3M | -7.3% | -3.7% | -3.6% | -7.0% |
| 6M | -7.7% | -24.8% | +17.0% | +3.3% |
| YTD | -18.2% | -41.6% | +23.4% | +3.9% |
| 1Y | +6.0% | -42.7% | +48.7% | +35.4% |
| 3Y | +48.0% | -26.2% | +74.2% | +61.9% |
| 5Y | +46.2% | -66.1% | +112.3% | +136.8% |
| 10Y | +2,737.0% | -40.9% | +2,777.9% | +3,493.3% |
| All | +2,737.0% | -41.9% | +2,779.0% | +3,493.3% |
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