+6.0%
TSLA vs STZ
-14.3%
+20.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | 0.0% |
| 7D | +3.0% | -6.0% | +9.1% | +2.2% |
| 30D | +11.2% | -8.9% | +20.0% | +9.9% |
| 3M | -7.3% | -12.6% | +5.3% | -9.0% |
| 6M | -7.7% | -17.2% | +9.5% | -9.9% |
| YTD | -18.2% | -10.0% | -8.2% | -20.5% |
| 1Y | +6.0% | -14.3% | +20.3% | -1.3% |
| All | +6.0% | -14.3% | +20.3% | -1.3% |
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