+3,125.8%
TSLA vs STLA
-4.1%
+3,129.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | +8.9% | -13.8% | +22.7% | +16.1% |
| 30D | +6.3% | -10.5% | +16.8% | +10.6% |
| 3M | +14.8% | -28.9% | +43.6% | +31.5% |
| 6M | -12.4% | -49.7% | +37.4% | +17.5% |
| YTD | -13.2% | -64.9% | +51.7% | +32.5% |
| 1Y | -2.9% | -64.0% | +61.1% | +45.6% |
| 3Y | +74.4% | -77.4% | +151.9% | +213.3% |
| 5Y | +13.3% | -74.4% | +87.7% | +87.3% |
| All | +3,125.8% | -4.1% | +3,129.9% | +3,114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling