+22,391.8%
TSLA vs STLA
+159.1%
+22,232.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.5% | +4.3% |
| 7D | -10.4% | -4.5% | -5.9% | -9.0% |
| 30D | -5.2% | -3.9% | -1.3% | -4.4% |
| 3M | +12.1% | -20.2% | +32.3% | +19.6% |
| 6M | -10.2% | -42.2% | +32.0% | +6.4% |
| YTD | -20.3% | -59.3% | +39.0% | +3.5% |
| 1Y | -19.7% | -56.1% | +36.4% | +1.2% |
| 3Y | +63.4% | -73.7% | +137.0% | +138.3% |
| 5Y | -12.1% | -70.3% | +58.2% | +22.5% |
| 10Y | +2,719.7% | +23.1% | +2,696.7% | +2,674.4% |
| All | +22,391.8% | +159.1% | +22,232.7% | +19,174.5% |
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