-13.3%
TSLA vs STLA
-53.0%
+39.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -3.9% |
| 7D | -4.7% | -0.6% | -4.1% | -4.6% |
| 30D | +1.7% | +3.6% | -1.9% | +1.0% |
| 3M | +17.7% | -20.6% | +38.3% | +22.2% |
| 6M | -1.9% | -34.3% | +32.5% | +5.2% |
| YTD | -14.3% | -57.3% | +43.0% | -6.0% |
| 1Y | -13.3% | -52.6% | +39.4% | -8.4% |
| All | -13.3% | -53.0% | +39.7% | -8.4% |
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