+6.3%
TSLA vs STT
+74.0%
-67.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.5% |
| 7D | +3.4% | +2.2% | +1.2% | +2.4% |
| 30D | +12.0% | +3.9% | +8.1% | +9.7% |
| 3M | -10.0% | +19.2% | -29.1% | -17.2% |
| 6M | -7.2% | +60.4% | -67.6% | -26.1% |
| YTD | -18.1% | +51.5% | -69.6% | -33.8% |
| 1Y | +6.3% | +76.3% | -70.0% | -15.2% |
| All | +6.3% | +74.0% | -67.7% | -15.2% |
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