+2,664.3%
TSLA vs FISV
+3.1%
+2,661.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -1.9% |
| 7D | +3.2% | -2.7% | +5.9% | +4.2% |
| 30D | +11.6% | 0.0% | +11.5% | +11.2% |
| 3M | -8.4% | -2.8% | -5.7% | -8.9% |
| 6M | -10.4% | -11.8% | +1.4% | -7.7% |
| YTD | -18.7% | -23.2% | +4.5% | -11.1% |
| 1Y | -0.9% | -62.0% | +61.1% | +40.9% |
| 3Y | +33.6% | -57.6% | +91.2% | +64.6% |
| 5Y | +48.9% | -53.4% | +102.3% | +68.6% |
| All | +2,664.3% | +3.1% | +2,661.2% | +2,137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling