+4.5%
TSLA vs STLA
-40.1%
+44.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.4% | -3.8% | +0.4% | -2.6% |
| 30D | +9.2% | -3.1% | +12.4% | +9.8% |
| 3M | -4.7% | -19.6% | +14.9% | -0.7% |
| 6M | -8.9% | -23.5% | +14.5% | -4.0% |
| YTD | -19.2% | -51.5% | +32.4% | -9.6% |
| 1Y | +4.5% | -39.7% | +44.2% | +18.6% |
| All | +4.5% | -40.1% | +44.6% | +18.6% |
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