+3,185.6%
TSLA vs STRL
+3,816.9%
-631.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +15.6% | +23.4% | -7.8% | +9.7% |
| 30D | +5.9% | -39.5% | +45.4% | +18.4% |
| 3M | +21.4% | -45.1% | +66.4% | +37.9% |
| 6M | -8.3% | -64.6% | +56.3% | +14.1% |
| YTD | -11.6% | -1.5% | -10.1% | -20.2% |
| 1Y | -7.7% | -20.8% | +13.1% | -12.0% |
| 3Y | +85.2% | +353.1% | -268.0% | +6.8% |
| 5Y | +15.4% | +942.9% | -927.5% | -47.5% |
| All | +3,185.6% | +3,816.9% | -631.3% | +1,063.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling