+80.0%
TSLA vs VO
+65.0%
+15.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +0.3% |
| 7D | -6.4% | -0.1% | -6.2% | -5.7% |
| 30D | -1.2% | +0.5% | -1.7% | -1.7% |
| 3M | +15.1% | -1.0% | +16.1% | +18.0% |
| 6M | -11.7% | +6.4% | -18.2% | -20.7% |
| YTD | -15.9% | +13.6% | -29.5% | -33.8% |
| 1Y | -12.0% | +14.5% | -26.5% | -31.8% |
| 3Y | +80.0% | +67.2% | +12.8% | -16.1% |
| All | +80.0% | +65.0% | +15.1% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling