+34.4%
TSLA vs FISV
-60.0%
+94.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.3% | +0.7% |
| 7D | +3.0% | -6.4% | +9.4% | +4.2% |
| 30D | +11.2% | -6.8% | +18.0% | +12.5% |
| 3M | -7.3% | -10.0% | +2.7% | -5.9% |
| 6M | -7.7% | -20.6% | +12.9% | -4.2% |
| YTD | -18.2% | -27.6% | +9.4% | -13.4% |
| 1Y | +6.0% | -64.3% | +70.3% | +28.4% |
| All | +34.4% | -60.0% | +94.5% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling