+7.1%
TSLA vs FITB
+48.2%
-41.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.7% | +0.5% | -5.2% | -4.8% |
| 30D | -0.8% | +7.0% | -7.8% | -4.5% |
| 3M | +14.8% | -4.4% | +19.1% | +17.5% |
| 6M | -11.3% | +11.6% | -22.9% | -17.3% |
| YTD | -15.6% | +18.6% | -34.2% | -25.2% |
| 1Y | -14.7% | +29.8% | -44.5% | -28.8% |
| 3Y | +76.9% | +140.7% | -63.8% | +3.2% |
| All | +7.1% | +48.2% | -41.0% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling