+2,737.0%
TSLA vs VO
+193.0%
+2,544.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +1.1% |
| 7D | +3.0% | -0.6% | +3.6% | +4.0% |
| 30D | +11.2% | -1.9% | +13.1% | +14.4% |
| 3M | -7.3% | +3.3% | -10.5% | -11.1% |
| 6M | -7.7% | +9.7% | -17.4% | -18.9% |
| YTD | -18.2% | +12.6% | -30.8% | -30.9% |
| 1Y | +6.0% | +13.6% | -7.6% | -11.5% |
| 3Y | +48.0% | +56.8% | -8.8% | -17.3% |
| 5Y | +46.2% | +42.3% | +3.9% | -2.8% |
| 10Y | +2,737.0% | +199.2% | +2,537.8% | +766.5% |
| All | +2,737.0% | +193.0% | +2,544.0% | +766.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling