+2,664.3%
TSLA vs VIAV
+419.4%
+2,244.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -1.0% |
| 7D | +3.2% | +11.2% | -8.0% | -1.4% |
| 30D | +11.6% | -10.1% | +21.7% | +15.3% |
| 3M | -8.4% | -22.9% | +14.4% | -1.4% |
| 6M | -10.4% | +28.8% | -39.2% | -26.8% |
| YTD | -18.7% | +117.5% | -136.2% | -51.2% |
| 1Y | -0.9% | +216.1% | -217.0% | -53.0% |
| 3Y | +33.6% | +292.2% | -258.6% | -47.0% |
| 5Y | +48.9% | +141.0% | -92.1% | -21.7% |
| All | +2,664.3% | +419.4% | +2,244.9% | +951.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling