+77.7%
TSLA vs FITB
+141.3%
-63.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.3% |
| 7D | +15.6% | +0.8% | +14.8% | +15.1% |
| 30D | +5.9% | +7.3% | -1.4% | +1.5% |
| 3M | +21.4% | -6.3% | +27.7% | +26.1% |
| 6M | -8.3% | +12.6% | -20.9% | -15.3% |
| YTD | -11.6% | +18.0% | -29.6% | -22.7% |
| 1Y | -7.7% | +28.9% | -36.6% | -24.6% |
| All | +77.7% | +141.3% | -63.7% | +6.1% |
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