+3,125.8%
TSLA vs STZ
+13.4%
+3,112.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +8.9% | +2.6% | +6.4% | +7.9% |
| 30D | +6.3% | +15.2% | -8.9% | -0.1% |
| 3M | +14.8% | +7.6% | +7.1% | +10.4% |
| 6M | -12.4% | +5.3% | -17.6% | -15.6% |
| YTD | -13.2% | +8.6% | -21.9% | -19.4% |
| 1Y | -2.9% | +15.6% | -18.5% | -12.8% |
| 3Y | +74.4% | -35.2% | +109.6% | +100.5% |
| 5Y | +13.3% | -29.1% | +42.4% | +24.2% |
| All | +3,125.8% | +13.4% | +3,112.5% | +2,624.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling