+2,664.3%
TSLA vs FCEL
-99.1%
+2,763.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | +3.2% | +6.3% | -3.1% | +2.4% |
| 30D | +11.6% | -26.7% | +38.3% | +14.7% |
| 3M | -8.4% | -10.2% | +1.7% | -9.9% |
| 6M | -10.4% | +123.5% | -133.9% | -22.4% |
| YTD | -18.7% | +117.4% | -136.1% | -30.0% |
| 1Y | -0.9% | +146.0% | -146.9% | -17.2% |
| 3Y | +33.6% | -61.9% | +95.5% | +24.8% |
| 5Y | +48.9% | -90.5% | +139.4% | +55.5% |
| All | +2,664.3% | -99.1% | +2,763.4% | +3,247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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