+6.3%
TSLA vs STRL
+73.8%
-67.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.7% | +3.5% |
| 7D | +3.4% | +10.1% | -6.7% | +1.7% |
| 30D | +12.0% | -8.2% | +20.2% | +13.3% |
| 3M | -10.0% | -43.7% | +33.7% | -2.4% |
| 6M | -7.2% | +27.1% | -34.3% | -14.8% |
| YTD | -18.1% | +64.0% | -82.1% | -30.3% |
| 1Y | +6.3% | +75.2% | -68.9% | -0.3% |
| All | +6.3% | +73.8% | -67.5% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling