-7.6%
TSLA vs STRL
+779.4%
-787.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.8% | +3.3% |
| 7D | -10.4% | -26.9% | +16.5% | -3.1% |
| 30D | -5.2% | -52.7% | +47.5% | +15.2% |
| 3M | +12.1% | -52.8% | +64.9% | +35.2% |
| 6M | -10.2% | -71.5% | +61.3% | +22.3% |
| YTD | -20.3% | -17.4% | -2.9% | -28.2% |
| 1Y | -19.7% | -35.0% | +15.3% | -21.5% |
| 3Y | +63.4% | +239.2% | -175.8% | -21.1% |
| All | -7.6% | +779.4% | -787.0% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling