+6.0%
TSLA vs V
+8.4%
-2.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +3.0% | -2.9% | +5.9% | +2.9% |
| 30D | +11.2% | +1.9% | +9.3% | +11.2% |
| 3M | -7.3% | +13.2% | -20.5% | -7.3% |
| 6M | -7.7% | +16.7% | -24.5% | -8.1% |
| YTD | -18.2% | +5.4% | -23.6% | -17.1% |
| 1Y | +6.0% | +7.7% | -1.7% | +8.5% |
| All | +6.0% | +8.4% | -2.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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