+74.7%
TSLA vs VSH
+43.7%
+31.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.8% | -5.9% | -0.4% |
| 7D | +1.5% | +12.8% | -11.3% | -3.2% |
| 30D | +3.4% | -9.0% | +12.4% | +5.8% |
| 3M | +17.4% | -12.2% | +29.6% | +20.4% |
| 6M | -12.2% | -15.9% | +3.8% | -14.3% |
| YTD | -13.1% | +103.2% | -116.3% | -46.2% |
| 1Y | -11.1% | +108.4% | -119.5% | -45.9% |
| All | +74.7% | +43.7% | +31.1% | +23.9% |
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