-13.3%
TSLA vs VLO
+120.8%
-134.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.8% | +2.4% | -3.4% |
| 7D | -4.7% | -6.0% | +1.2% | -4.8% |
| 30D | +1.7% | -12.9% | +14.6% | +1.4% |
| 3M | +17.7% | +18.3% | -0.7% | +17.3% |
| 6M | -1.9% | +46.4% | -48.3% | -1.2% |
| YTD | -14.3% | +127.7% | -142.1% | -16.9% |
| 1Y | -13.3% | +120.6% | -133.9% | -16.1% |
| All | -13.3% | +120.8% | -134.1% | -16.1% |
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