+46.5%
TSLA vs STLA
-62.5%
+109.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.0% | +5.5% |
| 7D | +3.4% | +0.7% | +2.6% | +2.9% |
| 30D | +12.0% | -2.4% | +14.4% | +13.2% |
| 3M | -10.0% | -23.9% | +13.9% | +2.7% |
| 6M | -7.2% | -24.6% | +17.4% | +5.5% |
| YTD | -18.1% | -50.5% | +32.4% | +12.0% |
| 1Y | +6.3% | -39.8% | +46.1% | +26.2% |
| 3Y | +48.2% | -65.6% | +113.8% | +131.5% |
| 5Y | +46.5% | -62.1% | +108.6% | +100.7% |
| All | +46.5% | -62.5% | +109.0% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling