-13.3%
TSLA vs VO
+16.3%
-29.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -4.6% |
| 7D | -4.7% | +1.0% | -5.7% | -6.1% |
| 30D | +1.7% | +2.6% | -0.9% | -2.1% |
| 3M | +17.7% | -0.3% | +17.9% | +18.2% |
| 6M | -1.9% | +7.6% | -9.5% | -10.3% |
| YTD | -14.3% | +14.7% | -29.1% | -27.3% |
| 1Y | -13.3% | +16.4% | -29.7% | -28.1% |
| All | -13.3% | +16.3% | -29.6% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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