+48.2%
TSLA vs STX
+1,424.0%
-1,375.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.5% | -2.5% | +2.2% |
| 7D | +3.4% | +10.7% | -7.4% | +0.4% |
| 30D | +12.0% | +11.3% | +0.8% | +7.9% |
| 3M | -10.0% | +3.2% | -13.2% | -12.8% |
| 6M | -7.2% | +157.0% | -164.2% | -32.4% |
| YTD | -18.1% | +229.2% | -247.3% | -47.7% |
| 1Y | +6.3% | +381.8% | -375.6% | -45.0% |
| 3Y | +48.2% | +1,383.2% | -1,335.0% | -58.8% |
| All | +48.2% | +1,424.0% | -1,375.8% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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