+4.6%
TSLA vs STZ
-10.2%
+14.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -6.0% |
| 7D | +1.5% | -1.9% | +3.4% | +1.3% |
| 30D | +10.1% | -1.9% | +12.0% | +10.0% |
| 3M | -15.4% | -6.2% | -9.1% | -16.2% |
| 6M | -12.8% | -14.0% | +1.2% | -14.3% |
| YTD | -21.3% | -5.1% | -16.1% | -23.1% |
| 1Y | +4.6% | -9.6% | +14.2% | 0.0% |
| All | +4.6% | -10.2% | +14.8% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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