+2,883.7%
TSLA vs STRL
+4,310.8%
-1,427.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +15.0% | -9.4% | +1.8% |
| 7D | -6.4% | -13.3% | +7.0% | -3.8% |
| 30D | -1.2% | -43.3% | +42.1% | +12.2% |
| 3M | +15.1% | -46.9% | +61.9% | +31.8% |
| 6M | -11.7% | -65.6% | +53.9% | +10.7% |
| YTD | -15.9% | -5.1% | -10.9% | -23.4% |
| 1Y | -12.0% | -23.1% | +11.1% | -15.4% |
| 3Y | +80.0% | +346.8% | -266.8% | +4.4% |
| 5Y | +10.8% | +907.2% | -896.4% | -49.0% |
| 10Y | +2,883.7% | +3,988.2% | -1,104.5% | +955.8% |
| All | +2,883.7% | +4,310.8% | -1,427.1% | +955.8% |
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