+74.4%
TSLA vs STM
+16.3%
+58.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | +8.9% | +12.0% | -3.1% | +3.2% |
| 30D | +6.3% | -0.4% | +6.6% | +6.2% |
| 3M | +14.8% | -13.2% | +28.0% | +21.4% |
| 6M | -12.4% | -26.1% | +13.7% | -1.6% |
| YTD | -13.2% | +81.2% | -94.4% | -40.0% |
| 1Y | -2.9% | +98.3% | -101.2% | -36.3% |
| 3Y | +74.4% | +16.7% | +57.7% | +39.5% |
| All | +74.4% | +16.3% | +58.1% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling