+22,131.9%
TSLA vs FIS
+103.9%
+22,028.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.4% |
| 7D | +1.5% | +1.1% | +0.4% | +0.9% |
| 30D | +10.1% | -2.2% | +12.3% | +11.2% |
| 3M | -15.4% | +2.1% | -17.5% | -17.5% |
| 6M | -12.8% | -14.7% | +1.9% | -7.6% |
| YTD | -21.3% | -35.7% | +14.4% | -2.8% |
| 1Y | +4.6% | -37.1% | +41.7% | +30.0% |
| 3Y | +44.5% | -20.0% | +64.5% | +52.7% |
| 5Y | +44.8% | -62.1% | +106.9% | +125.7% |
| 10Y | +2,585.4% | -37.4% | +2,622.8% | +2,762.7% |
| All | +22,131.9% | +103.9% | +22,028.0% | +10,511.9% |
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