+22,391.8%
TSLA vs STM
+683.9%
+21,708.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +2.1% |
| 7D | -10.4% | -10.7% | +0.3% | -5.2% |
| 30D | -5.2% | -25.7% | +20.6% | +9.2% |
| 3M | +12.1% | -21.6% | +33.7% | +24.8% |
| 6M | -10.2% | -27.8% | +17.6% | +1.9% |
| YTD | -20.3% | +61.8% | -82.1% | -41.3% |
| 1Y | -19.7% | +78.1% | -97.8% | -43.7% |
| 3Y | +63.4% | +4.9% | +58.5% | +42.0% |
| 5Y | -12.1% | -14.3% | +2.2% | -16.0% |
| 10Y | +2,719.7% | +414.1% | +2,305.7% | +1,189.0% |
| All | +22,391.8% | +683.9% | +21,708.0% | +7,135.9% |
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 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