+4.6%
TSLA vs VSH
+118.1%
-113.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.4% | -10.4% | -7.0% |
| 7D | +1.5% | +4.1% | -2.5% | +0.5% |
| 30D | +10.1% | -4.2% | +14.3% | +10.8% |
| 3M | -15.4% | -50.0% | +34.6% | -1.1% |
| 6M | -12.8% | +80.2% | -93.0% | -29.1% |
| YTD | -21.3% | +121.1% | -142.4% | -40.3% |
| 1Y | +4.6% | +112.0% | -107.4% | -16.7% |
| All | +4.6% | +118.1% | -113.5% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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