+2,650.1%
TSLA vs VLO
+933.4%
+1,716.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -3.4% | +4.0% | -7.4% | -4.3% |
| 30D | +9.2% | +19.0% | -9.7% | +4.7% |
| 3M | -4.7% | +50.0% | -54.7% | -14.0% |
| 6M | -8.9% | +79.1% | -88.1% | -22.2% |
| YTD | -19.2% | +140.3% | -159.4% | -36.3% |
| 1Y | +4.5% | +148.3% | -143.8% | -18.5% |
| 3Y | +46.3% | +194.6% | -148.3% | +7.0% |
| 5Y | +48.1% | +609.6% | -561.4% | -16.3% |
| All | +2,650.1% | +933.4% | +1,716.7% | +1,273.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling