+48.2%
TSLA vs VO
+57.7%
-9.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.5% | +5.1% |
| 7D | +3.4% | +0.6% | +2.8% | +2.2% |
| 30D | +12.0% | -1.1% | +13.1% | +14.4% |
| 3M | -10.0% | +4.5% | -14.5% | -16.8% |
| 6M | -7.2% | +11.1% | -18.3% | -23.7% |
| YTD | -18.1% | +13.5% | -31.7% | -35.7% |
| 1Y | +6.3% | +14.5% | -8.2% | -18.0% |
| 3Y | +48.2% | +58.1% | -10.0% | -32.8% |
| All | +48.2% | +57.7% | -9.6% | -32.8% |
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