+22,131.9%
TSLA vs STLA
+225.2%
+21,906.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.4% |
| 7D | +1.5% | +2.6% | -1.1% | +0.7% |
| 30D | +10.1% | -1.2% | +11.4% | +10.5% |
| 3M | -15.4% | -24.8% | +9.4% | -7.1% |
| 6M | -12.8% | -25.6% | +12.8% | -4.4% |
| YTD | -21.3% | -48.9% | +27.7% | -4.2% |
| 1Y | +4.6% | -38.8% | +43.4% | +18.3% |
| 3Y | +44.5% | -64.5% | +109.1% | +93.3% |
| 5Y | +44.8% | -62.4% | +107.2% | +88.6% |
| 10Y | +2,585.4% | +55.4% | +2,530.0% | +2,368.2% |
| All | +22,131.9% | +225.2% | +21,906.7% | +17,746.5% |
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