+80.0%
TSLA vs STT
+178.8%
-98.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.2% | +2.3% | +2.8% |
| 7D | -6.4% | +0.9% | -7.3% | -6.8% |
| 30D | -1.2% | -2.3% | +1.1% | +1.0% |
| 3M | +15.1% | -7.0% | +22.0% | +21.8% |
| 6M | -11.7% | +15.5% | -27.2% | -22.8% |
| YTD | -15.9% | +35.6% | -51.5% | -37.5% |
| 1Y | -12.0% | +47.9% | -59.8% | -40.1% |
| 3Y | +80.0% | +181.1% | -101.0% | -24.2% |
| All | +80.0% | +178.8% | -98.7% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling