+3,125.8%
TSLA vs STM
+470.7%
+2,655.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | +8.9% | +12.0% | -3.1% | +2.2% |
| 30D | +6.3% | -0.4% | +6.6% | +6.1% |
| 3M | +14.8% | -13.2% | +28.0% | +22.5% |
| 6M | -12.4% | -26.1% | +13.7% | -0.4% |
| YTD | -13.2% | +81.2% | -94.4% | -43.7% |
| 1Y | -2.9% | +98.3% | -101.2% | -40.5% |
| 3Y | +74.4% | +16.7% | +57.7% | +37.0% |
| 5Y | +13.3% | -4.8% | +18.1% | -0.8% |
| All | +3,125.8% | +470.7% | +2,655.2% | +1,271.9% |
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