+2,682.2%
TSLA vs VLO
+942.9%
+1,739.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | +3.0% | +6.2% | -3.2% | +1.5% |
| 30D | +11.2% | +23.5% | -12.3% | +5.6% |
| 3M | -7.3% | +53.9% | -61.1% | -16.8% |
| 6M | -7.7% | +81.7% | -89.4% | -21.5% |
| YTD | -18.2% | +142.5% | -160.7% | -35.7% |
| 1Y | +6.0% | +145.4% | -139.4% | -17.1% |
| 3Y | +48.0% | +197.3% | -149.3% | +8.0% |
| 5Y | +46.2% | +614.6% | -568.4% | -17.6% |
| All | +2,682.2% | +942.9% | +1,739.4% | +1,286.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling