+4.6%
TSLA vs VLO
+143.4%
-138.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | +5.2% | -3.7% | +1.3% |
| 30D | +10.1% | +22.6% | -12.5% | +9.1% |
| 3M | -15.4% | +43.8% | -59.2% | -16.5% |
| 6M | -12.8% | +65.7% | -78.5% | -15.6% |
| YTD | -21.3% | +131.1% | -152.4% | -29.5% |
| 1Y | +4.6% | +143.6% | -139.0% | -7.1% |
| All | +4.6% | +143.4% | -138.8% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling