+4.6%
TSLA vs VST
-20.6%
+25.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.5% | -9.4% | -6.9% |
| 7D | +1.5% | +8.9% | -7.4% | -0.9% |
| 30D | +10.1% | +6.2% | +3.9% | +8.2% |
| 3M | -15.4% | -2.7% | -12.7% | -15.4% |
| 6M | -12.8% | -8.4% | -4.4% | -12.1% |
| YTD | -21.3% | -7.2% | -14.1% | -21.7% |
| 1Y | +4.6% | -20.9% | +25.5% | +9.9% |
| All | +4.6% | -20.6% | +25.2% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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