+23,745.5%
TSLA vs VO
+588.4%
+23,157.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.7% | -0.2% | -4.5% | -4.1% |
| 30D | -0.8% | +0.5% | -1.2% | -1.0% |
| 3M | +14.8% | -1.1% | +15.9% | +17.2% |
| 6M | -11.3% | +6.4% | -17.7% | -17.6% |
| YTD | -15.6% | +13.5% | -29.1% | -28.4% |
| 1Y | -14.7% | +13.6% | -28.3% | -27.7% |
| 3Y | +76.9% | +65.2% | +11.7% | -4.1% |
| 5Y | +6.7% | +37.7% | -31.0% | -23.1% |
| 10Y | +2,973.5% | +198.4% | +2,775.1% | +817.2% |
| All | +23,745.5% | +588.4% | +23,157.2% | +2,985.8% |
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 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