-12.8%
TSLA vs V
+17.1%
-29.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -6.1% |
| 7D | +1.5% | -1.7% | +3.2% | +1.2% |
| 30D | +10.1% | +2.0% | +8.2% | +10.3% |
| 3M | -15.4% | +17.4% | -32.7% | -13.6% |
| 6M | -12.8% | +17.5% | -30.3% | -9.6% |
| All | -12.8% | +17.1% | -29.9% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling