-0.9%
TSLA vs VRSK
-32.3%
+31.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.6% |
| 7D | +3.2% | -5.2% | +8.4% | +2.0% |
| 30D | +11.6% | -2.3% | +13.9% | +11.1% |
| 3M | -8.4% | -2.9% | -5.5% | -8.6% |
| 6M | -10.4% | -12.8% | +2.4% | -11.6% |
| YTD | -18.7% | -20.8% | +2.1% | -22.3% |
| 1Y | -0.9% | -33.2% | +32.3% | -10.9% |
| All | -0.9% | -32.3% | +31.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling