+46.5%
TSLA vs FIS
-64.6%
+111.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.9% | +9.9% | +6.1% |
| 7D | +3.4% | -3.5% | +6.8% | +4.6% |
| 30D | +12.0% | -7.8% | +19.9% | +15.1% |
| 3M | -10.0% | +0.8% | -10.8% | -11.3% |
| 6M | -7.2% | -21.9% | +14.7% | +0.3% |
| YTD | -18.1% | -39.5% | +21.4% | -1.5% |
| 1Y | +6.3% | -41.0% | +47.3% | +28.7% |
| 3Y | +48.2% | -23.6% | +71.8% | +59.2% |
| 5Y | +46.5% | -65.6% | +112.1% | +106.3% |
| All | +46.5% | -64.6% | +111.1% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling