+46.5%
TSLA vs VO
+43.2%
+3.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.5% | +5.0% |
| 7D | +3.4% | +0.6% | +2.8% | +2.3% |
| 30D | +12.0% | -1.1% | +13.1% | +14.2% |
| 3M | -10.0% | +4.5% | -14.5% | -16.2% |
| 6M | -7.2% | +11.1% | -18.3% | -22.2% |
| YTD | -18.1% | +13.5% | -31.7% | -34.1% |
| 1Y | +6.3% | +14.5% | -8.2% | -15.6% |
| 3Y | +48.2% | +58.1% | -10.0% | -27.8% |
| 5Y | +46.5% | +43.3% | +3.2% | -14.5% |
| All | +46.5% | +43.2% | +3.3% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling