+46.5%
TSLA vs STZ
-36.5%
+83.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.6% | +9.6% | +5.6% |
| 7D | +3.4% | -7.4% | +10.8% | +5.6% |
| 30D | +12.0% | -10.9% | +22.9% | +15.7% |
| 3M | -10.0% | -13.4% | +3.5% | -6.6% |
| 6M | -7.2% | -16.2% | +9.0% | -3.4% |
| YTD | -18.1% | -10.4% | -7.7% | -18.2% |
| 1Y | +6.3% | -14.8% | +21.1% | +7.9% |
| 3Y | +48.2% | -50.1% | +98.3% | +88.5% |
| 5Y | +46.5% | -38.8% | +85.3% | +69.0% |
| All | +46.5% | -36.5% | +83.1% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling