+24,440.0%
TSLA vs FIS
+48.7%
+24,391.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.7% | -3.8% | -0.4% |
| 7D | +1.5% | +1.5% | 0.0% | +0.6% |
| 30D | +3.4% | -11.8% | +15.2% | +6.9% |
| 3M | +17.4% | -28.5% | +46.0% | +34.7% |
| 6M | -12.2% | -27.0% | +14.9% | -2.1% |
| YTD | -13.1% | -53.1% | +40.0% | +22.0% |
| 1Y | -11.1% | -52.8% | +41.7% | +24.0% |
| 3Y | +82.1% | -37.5% | +119.6% | +110.1% |
| 5Y | +10.3% | -71.1% | +81.3% | +91.2% |
| 10Y | +3,009.1% | -52.0% | +3,061.2% | +3,554.3% |
| All | +24,440.0% | +48.7% | +24,391.2% | +13,212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling