+23,015.9%
TSLA vs FISV
+336.8%
+22,679.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.0% | +8.0% | +6.0% |
| 7D | +3.4% | -1.6% | +5.0% | +4.1% |
| 30D | +12.0% | -3.0% | +15.0% | +13.5% |
| 3M | -10.0% | -3.5% | -6.4% | -10.1% |
| 6M | -7.2% | -19.4% | +12.2% | +0.5% |
| YTD | -18.1% | -24.3% | +6.1% | -9.0% |
| 1Y | +6.3% | -62.4% | +68.7% | +56.4% |
| 3Y | +48.2% | -58.2% | +106.3% | +89.3% |
| 5Y | +46.5% | -56.5% | +103.0% | +78.7% |
| 10Y | +2,698.1% | -0.5% | +2,698.7% | +1,742.4% |
| All | +23,015.9% | +336.8% | +22,679.1% | +4,959.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling