+48.2%
TSLA vs VLO
+200.7%
-152.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +3.1% |
| 7D | +3.4% | +5.8% | -2.4% | +1.9% |
| 30D | +12.0% | +28.3% | -16.3% | +5.1% |
| 3M | -10.0% | +48.7% | -58.7% | -18.8% |
| 6M | -7.2% | +71.9% | -79.1% | -20.9% |
| YTD | -18.1% | +138.7% | -156.8% | -38.1% |
| 1Y | +6.3% | +148.5% | -142.2% | -21.3% |
| 3Y | +48.2% | +192.7% | -144.5% | -3.9% |
| All | +48.2% | +200.7% | -152.5% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling