+22,131.9%
TSLA vs STM
+879.8%
+21,252.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.9% | -7.8% | -6.8% |
| 7D | +1.5% | +5.8% | -4.3% | -1.3% |
| 30D | +10.1% | -1.0% | +11.1% | +10.3% |
| 3M | -15.4% | -33.3% | +17.9% | +1.7% |
| 6M | -12.8% | +57.4% | -70.1% | -33.2% |
| YTD | -21.3% | +102.2% | -123.5% | -47.6% |
| 1Y | +4.6% | +99.6% | -95.0% | -30.7% |
| 3Y | +44.5% | +14.5% | +30.0% | +21.4% |
| 5Y | +44.8% | +21.4% | +23.4% | +18.0% |
| 10Y | +2,585.4% | +695.0% | +1,890.4% | +922.3% |
| All | +22,131.9% | +879.8% | +21,252.1% | +6,362.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling