+48.2%
TSLA vs VSH
+32.2%
+15.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.4% |
| 7D | +3.4% | +6.2% | -2.8% | +0.8% |
| 30D | +12.0% | -11.1% | +23.2% | +16.6% |
| 3M | -10.0% | -44.9% | +34.9% | +11.0% |
| 6M | -7.2% | +90.0% | -97.2% | -38.6% |
| YTD | -18.1% | +118.8% | -136.9% | -50.6% |
| 1Y | +6.3% | +109.0% | -102.7% | -35.0% |
| 3Y | +48.2% | +35.6% | +12.5% | +20.3% |
| All | +48.2% | +32.2% | +15.9% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling