+4.5%
TSLA vs VLO
+144.1%
-139.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -3.4% | +4.0% | -7.4% | -3.6% |
| 30D | +9.2% | +19.0% | -9.7% | +8.2% |
| 3M | -4.7% | +50.0% | -54.7% | -6.2% |
| 6M | -8.9% | +79.1% | -88.1% | -12.8% |
| YTD | -19.2% | +140.3% | -159.4% | -27.8% |
| 1Y | +4.5% | +148.3% | -143.8% | -8.6% |
| All | +4.5% | +144.1% | -139.6% | -8.6% |
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