+48.1%
TSLA vs FISV
-57.7%
+105.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -3.4% | -7.2% | +3.8% | -1.3% |
| 30D | +9.2% | -7.2% | +16.4% | +11.6% |
| 3M | -4.7% | -8.2% | +3.4% | -3.2% |
| 6M | -8.9% | -17.7% | +8.8% | -4.6% |
| YTD | -19.2% | -27.2% | +8.0% | -11.9% |
| 1Y | +4.5% | -63.0% | +67.5% | +37.8% |
| 3Y | +46.3% | -59.8% | +106.1% | +64.5% |
| 5Y | +48.1% | -55.8% | +103.9% | +45.0% |
| All | +48.1% | -57.7% | +105.8% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling