+2,737.0%
TSLA vs FITB
+282.4%
+2,454.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | +11.2% | -5.1% | +16.3% | +13.6% |
| 3M | -7.3% | +3.5% | -10.8% | -8.8% |
| 6M | -7.7% | +17.2% | -25.0% | -14.6% |
| YTD | -18.2% | +17.6% | -35.9% | -24.9% |
| 1Y | +6.0% | +23.4% | -17.4% | -5.1% |
| 3Y | +48.0% | +129.7% | -81.7% | +1.9% |
| 5Y | +46.2% | +68.4% | -22.2% | +12.7% |
| 10Y | +2,737.0% | +285.6% | +2,451.4% | +1,499.2% |
| All | +2,737.0% | +282.4% | +2,454.6% | +1,499.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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