-7.6%
TSLA vs V
+101.0%
-108.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -10.4% | +2.2% | -12.6% | -11.9% |
| 30D | -5.2% | +13.6% | -18.8% | -14.4% |
| 3M | +12.1% | +14.3% | -2.2% | +0.3% |
| 6M | -10.2% | +33.1% | -43.3% | -30.1% |
| YTD | -20.3% | +21.2% | -41.6% | -33.6% |
| 1Y | -19.7% | +26.4% | -46.1% | -35.9% |
| 3Y | +63.4% | +77.6% | -14.2% | -6.0% |
| All | -7.6% | +101.0% | -108.6% | -52.6% |
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