+63.4%
TSLA vs STM
+4.7%
+58.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +2.1% |
| 7D | -10.4% | -10.7% | +0.3% | -5.4% |
| 30D | -5.2% | -25.7% | +20.6% | +8.7% |
| 3M | +12.1% | -21.6% | +33.7% | +24.4% |
| 6M | -10.2% | -27.8% | +17.6% | +1.7% |
| YTD | -20.3% | +61.8% | -82.1% | -41.9% |
| 1Y | -19.7% | +78.1% | -97.8% | -44.5% |
| 3Y | +63.4% | +4.9% | +58.5% | +38.0% |
| All | +63.4% | +4.7% | +58.6% | +38.0% |
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