+24,440.0%
TSLA vs STLA
+140.4%
+24,299.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +4.1% |
| 7D | +1.5% | -11.6% | +13.1% | +5.7% |
| 30D | +3.4% | -6.2% | +9.6% | +5.0% |
| 3M | +17.4% | -24.6% | +42.0% | +27.5% |
| 6M | -12.2% | -44.9% | +32.7% | +5.7% |
| YTD | -13.1% | -62.3% | +49.2% | +15.6% |
| 1Y | -11.1% | -61.8% | +50.7% | +17.4% |
| 3Y | +82.1% | -75.3% | +157.4% | +171.1% |
| 5Y | +10.3% | -72.5% | +82.8% | +57.4% |
| 10Y | +3,009.1% | +0.8% | +3,008.4% | +3,108.4% |
| All | +24,440.0% | +140.4% | +24,299.6% | +21,438.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling