+22,391.8%
TSLA vs V
+2,460.5%
+19,931.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -10.4% | +2.2% | -12.6% | -11.7% |
| 30D | -5.2% | +13.6% | -18.8% | -13.0% |
| 3M | +12.1% | +14.3% | -2.2% | +2.1% |
| 6M | -10.2% | +33.1% | -43.3% | -26.8% |
| YTD | -20.3% | +21.2% | -41.6% | -31.6% |
| 1Y | -19.7% | +26.4% | -46.1% | -33.2% |
| 3Y | +63.4% | +77.6% | -14.2% | +9.0% |
| 5Y | -12.1% | +102.6% | -114.7% | -45.7% |
| 10Y | +2,719.7% | +464.4% | +2,255.3% | +934.0% |
| All | +22,391.8% | +2,460.5% | +19,931.4% | +4,677.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling