+41.1%
TSLA vs V
+71.8%
-30.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -5.2% |
| 7D | +1.5% | -1.7% | +3.2% | +2.9% |
| 30D | +10.1% | +2.0% | +8.2% | +8.3% |
| 3M | -15.4% | +17.4% | -32.7% | -26.2% |
| 6M | -12.8% | +17.5% | -30.3% | -24.7% |
| YTD | -21.3% | +7.6% | -28.9% | -27.2% |
| 1Y | +4.6% | +7.7% | -3.1% | -4.1% |
| 3Y | +44.5% | +54.7% | -10.1% | -3.4% |
| All | +41.1% | +71.8% | -30.7% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling