+23,745.5%
TSLA vs FIS
+39.4%
+23,706.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.7% | -27.4% | +22.7% | +9.6% |
| 30D | -0.8% | -16.8% | +16.1% | +5.7% |
| 3M | +14.8% | -32.6% | +47.4% | +35.7% |
| 6M | -11.3% | -33.4% | +22.1% | +3.6% |
| YTD | -15.6% | -56.0% | +40.5% | +22.5% |
| 1Y | -14.7% | -55.1% | +40.4% | +22.0% |
| 3Y | +76.9% | -41.4% | +118.3% | +111.1% |
| 5Y | +6.7% | -72.7% | +79.3% | +90.1% |
| 10Y | +2,973.5% | -55.5% | +3,028.9% | +3,657.4% |
| All | +23,745.5% | +39.4% | +23,706.2% | +13,271.4% |
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