+4.5%
TSLA vs FIS
-41.7%
+46.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.1% |
| 7D | -3.4% | -8.9% | +5.5% | -3.6% |
| 30D | +9.2% | -9.9% | +19.2% | +9.0% |
| 3M | -4.7% | 0.0% | -4.7% | -5.0% |
| 6M | -8.9% | -22.9% | +14.0% | -7.2% |
| YTD | -19.2% | -40.9% | +21.7% | -13.0% |
| 1Y | +4.5% | -40.4% | +45.0% | +14.1% |
| All | +4.5% | -41.7% | +46.2% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling