-0.9%
TSLA vs FISV
-61.2%
+60.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | +0.3% |
| 7D | +3.2% | -2.7% | +5.9% | +3.3% |
| 30D | +11.6% | 0.0% | +11.5% | +11.6% |
| 3M | -8.4% | -2.8% | -5.7% | -8.4% |
| 6M | -10.4% | -11.8% | +1.4% | -9.8% |
| YTD | -18.7% | -23.2% | +4.5% | -17.7% |
| 1Y | -0.9% | -62.0% | +61.1% | -6.0% |
| All | -0.9% | -61.2% | +60.3% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling