+2,883.7%
TSLA vs STM
+433.9%
+2,449.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.8% | -1.2% | +1.8% |
| 7D | -6.4% | -5.6% | -0.8% | -3.3% |
| 30D | -1.2% | -14.4% | +13.2% | +7.3% |
| 3M | +15.1% | -20.5% | +35.5% | +28.9% |
| 6M | -11.7% | -24.5% | +12.8% | -1.1% |
| YTD | -15.9% | +72.7% | -88.6% | -43.9% |
| 1Y | -12.0% | +91.0% | -103.0% | -44.9% |
| 3Y | +80.0% | +13.5% | +66.5% | +43.5% |
| 5Y | +10.8% | -9.2% | +20.0% | -0.6% |
| 10Y | +2,883.7% | +422.5% | +2,461.1% | +1,190.3% |
| All | +2,883.7% | +433.9% | +2,449.8% | +1,190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling