+2,698.1%
TSLA vs STM
+653.6%
+2,044.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.3% |
| 7D | +3.4% | +5.2% | -1.8% | +0.4% |
| 30D | +12.0% | -7.4% | +19.4% | +16.4% |
| 3M | -10.0% | -30.6% | +20.7% | +8.3% |
| 6M | -7.2% | +66.4% | -73.6% | -34.3% |
| YTD | -18.1% | +101.1% | -119.3% | -49.0% |
| 1Y | +6.3% | +97.4% | -91.1% | -34.1% |
| 3Y | +48.2% | +21.1% | +27.0% | +16.2% |
| 5Y | +46.5% | +22.5% | +24.0% | +12.7% |
| 10Y | +2,698.1% | +657.6% | +2,040.5% | +1,139.1% |
| All | +2,698.1% | +653.6% | +2,044.5% | +1,139.1% |
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