-7.6%
TSLA vs STM
-15.6%
+8.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +1.7% |
| 7D | -10.4% | -10.7% | +0.3% | -4.5% |
| 30D | -5.2% | -25.7% | +20.6% | +11.5% |
| 3M | +12.1% | -21.6% | +33.7% | +26.6% |
| 6M | -10.2% | -27.8% | +17.6% | +3.0% |
| YTD | -20.3% | +61.8% | -82.1% | -46.5% |
| 1Y | -19.7% | +78.1% | -97.8% | -49.5% |
| 3Y | +63.4% | +4.9% | +58.5% | +34.2% |
| All | -7.6% | -15.6% | +8.0% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling