+48.2%
TSLA vs VRSN
+38.4%
+9.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +4.5% |
| 7D | +3.4% | -2.1% | +5.5% | +3.7% |
| 30D | +12.0% | -3.9% | +16.0% | +12.7% |
| 3M | -10.0% | -0.1% | -9.8% | -10.1% |
| 6M | -7.2% | +16.4% | -23.6% | -11.6% |
| YTD | -18.1% | +17.2% | -35.4% | -22.4% |
| 1Y | +6.3% | +1.0% | +5.3% | +6.6% |
| 3Y | +48.2% | +39.1% | +9.1% | +25.6% |
| All | +48.2% | +38.4% | +9.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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