-14.7%
TSLA vs V
+26.7%
-41.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.7% | +0.6% | -5.3% | -4.4% |
| 30D | -0.8% | +9.7% | -10.5% | +0.3% |
| 3M | +14.8% | +17.3% | -2.5% | +16.5% |
| 6M | -11.3% | +33.2% | -44.6% | -9.5% |
| YTD | -15.6% | +21.3% | -36.9% | -13.6% |
| 1Y | -14.7% | +27.3% | -42.0% | -12.0% |
| All | -14.7% | +26.7% | -41.4% | -12.0% |
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