-7.6%
TSLA vs STZ
-29.7%
+22.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.7% |
| 7D | -10.4% | +4.9% | -15.3% | -11.6% |
| 30D | -5.2% | +20.9% | -26.1% | -10.4% |
| 3M | +12.1% | +8.0% | +4.1% | +9.2% |
| 6M | -10.2% | -5.3% | -4.9% | -9.3% |
| YTD | -20.3% | +5.9% | -26.3% | -24.4% |
| 1Y | -19.7% | +14.2% | -33.9% | -26.6% |
| 3Y | +63.4% | -37.0% | +100.3% | +88.2% |
| All | -7.6% | -29.7% | +22.1% | +1.9% |
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