+23,015.9%
TSLA vs VIAV
+534.3%
+22,481.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.2% | -7.2% | 0.0% |
| 7D | +3.4% | +11.3% | -7.9% | -0.8% |
| 30D | +12.0% | -1.0% | +13.0% | +10.8% |
| 3M | -10.0% | -20.5% | +10.5% | -5.0% |
| 6M | -7.2% | +39.0% | -46.2% | -23.3% |
| YTD | -18.1% | +117.5% | -135.6% | -45.2% |
| 1Y | +6.3% | +233.8% | -227.5% | -41.7% |
| 3Y | +48.2% | +295.4% | -247.3% | -26.8% |
| 5Y | +46.5% | +134.3% | -87.8% | -10.8% |
| 10Y | +2,698.1% | +398.7% | +2,299.4% | +1,214.6% |
| All | +23,015.9% | +534.3% | +22,481.7% | +8,529.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling