+48.2%
TSLA vs FITB
+133.7%
-85.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +4.4% |
| 7D | +3.4% | +2.8% | +0.6% | +1.7% |
| 30D | +12.0% | -4.5% | +16.6% | +15.0% |
| 3M | -10.0% | +5.7% | -15.6% | -13.2% |
| 6M | -7.2% | +17.1% | -24.3% | -16.8% |
| YTD | -18.1% | +18.3% | -36.5% | -28.1% |
| 1Y | +6.3% | +23.9% | -17.6% | -10.3% |
| 3Y | +48.2% | +131.1% | -82.9% | -9.9% |
| All | +48.2% | +133.7% | -85.5% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling