+22,131.9%
TSLA vs VO
+592.3%
+21,539.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.6% |
| 7D | +1.5% | -0.3% | +1.8% | +2.0% |
| 30D | +10.1% | -0.3% | +10.5% | +10.8% |
| 3M | -15.4% | +2.9% | -18.3% | -18.2% |
| 6M | -12.8% | +9.3% | -22.1% | -22.3% |
| YTD | -21.3% | +14.2% | -35.5% | -34.0% |
| 1Y | +4.6% | +15.3% | -10.7% | -13.3% |
| 3Y | +44.5% | +56.2% | -11.7% | -15.9% |
| 5Y | +44.8% | +42.4% | +2.4% | -0.5% |
| 10Y | +2,585.4% | +194.7% | +2,390.7% | +708.0% |
| All | +22,131.9% | +592.3% | +21,539.6% | +2,743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling