-2.9%
TSLA vs STZ
+15.6%
-18.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.7% |
| 7D | +8.9% | +2.6% | +6.4% | +9.4% |
| 30D | +6.3% | +15.2% | -8.9% | +9.3% |
| 3M | +14.8% | +7.6% | +7.1% | +17.0% |
| 6M | -12.4% | +5.3% | -17.6% | -11.1% |
| YTD | -13.2% | +8.6% | -21.9% | -12.9% |
| 1Y | -2.9% | +15.6% | -18.5% | -0.4% |
| All | -2.9% | +15.6% | -18.5% | -0.4% |
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 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