+6.3%
TSLA vs STM
+95.2%
-89.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +3.4% | +5.2% | -1.8% | +1.4% |
| 30D | +12.0% | -7.4% | +19.4% | +14.9% |
| 3M | -10.0% | -30.6% | +20.7% | +1.4% |
| 6M | -7.2% | +66.4% | -73.6% | -17.5% |
| YTD | -18.1% | +101.1% | -119.3% | -30.6% |
| 1Y | +6.3% | +97.4% | -91.1% | -9.9% |
| All | +6.3% | +95.2% | -89.0% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling