+2,883.7%
TSLA vs STT
+211.9%
+2,671.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.2% | +2.3% | +3.8% |
| 7D | -6.4% | +0.9% | -7.3% | -6.7% |
| 30D | -1.2% | -2.3% | +1.1% | +0.3% |
| 3M | +15.1% | -7.0% | +22.0% | +19.6% |
| 6M | -11.7% | +15.5% | -27.2% | -18.5% |
| YTD | -15.9% | +35.6% | -51.5% | -29.3% |
| 1Y | -12.0% | +47.9% | -59.8% | -29.4% |
| 3Y | +80.0% | +181.1% | -101.0% | +5.1% |
| 5Y | +10.8% | +108.2% | -97.4% | -27.5% |
| 10Y | +2,883.7% | +201.0% | +2,682.7% | +1,630.9% |
| All | +2,883.7% | +211.9% | +2,671.8% | +1,630.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling