+4.6%
TSLA vs STLA
-38.0%
+42.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.2% |
| 7D | +1.5% | +2.6% | -1.1% | +1.0% |
| 30D | +10.1% | -1.2% | +11.4% | +10.2% |
| 3M | -15.4% | -24.8% | +9.4% | -10.9% |
| 6M | -12.8% | -25.6% | +12.8% | -8.3% |
| YTD | -21.3% | -48.9% | +27.7% | -12.9% |
| 1Y | +4.6% | -38.8% | +43.4% | +15.7% |
| All | +4.6% | -38.0% | +42.6% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling