+3,125.8%
TSLA vs VO
+197.6%
+2,928.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | +3.1% | +5.8% | +4.2% |
| 30D | +6.3% | +2.2% | +4.1% | +3.3% |
| 3M | +14.8% | -2.5% | +17.3% | +19.7% |
| 6M | -12.4% | +7.0% | -19.3% | -19.7% |
| YTD | -13.2% | +14.0% | -27.2% | -27.7% |
| 1Y | -2.9% | +15.6% | -18.6% | -21.0% |
| 3Y | +74.4% | +66.2% | +8.3% | -10.3% |
| 5Y | +13.3% | +36.6% | -23.3% | -20.6% |
| All | +3,125.8% | +197.6% | +2,928.2% | +778.3% |
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