+2,650.1%
TSLA vs STZ
-10.3%
+2,660.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.9% |
| 7D | -3.4% | -4.1% | +0.7% | -1.9% |
| 30D | +9.2% | -7.6% | +16.8% | +12.5% |
| 3M | -4.7% | -12.3% | +7.6% | -0.2% |
| 6M | -8.9% | -16.3% | +7.4% | -3.5% |
| YTD | -19.2% | -8.4% | -10.8% | -19.0% |
| 1Y | +4.5% | -10.8% | +15.4% | +5.5% |
| 3Y | +46.3% | -49.0% | +95.3% | +88.4% |
| 5Y | +48.1% | -36.5% | +84.6% | +69.9% |
| All | +2,650.1% | -10.3% | +2,660.4% | +2,481.4% |
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