+2,973.5%
TSLA vs STZ
+11.6%
+2,961.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.7% | +5.3% | -10.0% | -6.7% |
| 30D | -0.8% | +19.6% | -20.4% | -8.2% |
| 3M | +14.8% | +10.0% | +4.8% | +9.4% |
| 6M | -11.3% | -0.3% | -11.1% | -12.7% |
| YTD | -15.6% | +8.6% | -24.1% | -21.5% |
| 1Y | -14.7% | +16.6% | -31.3% | -23.7% |
| 3Y | +76.9% | -34.8% | +111.7% | +102.8% |
| 5Y | +6.7% | -27.8% | +34.5% | +16.0% |
| 10Y | +2,973.5% | +12.5% | +2,961.0% | +2,520.4% |
| All | +2,973.5% | +11.6% | +2,961.9% | +2,520.4% |
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