+4.6%
TSLA vs STT
+75.3%
-70.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +10.1% | +3.9% | +6.3% | +8.0% |
| 3M | -15.4% | +20.0% | -35.3% | -22.3% |
| 6M | -12.8% | +55.3% | -68.1% | -29.2% |
| YTD | -21.3% | +53.3% | -74.6% | -36.4% |
| 1Y | +4.6% | +74.7% | -70.1% | -18.2% |
| All | +4.6% | +75.3% | -70.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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