+2,681.1%
TSLA vs VST
+1,112.0%
+1,569.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.6% | -6.3% | +0.6% |
| 7D | -10.4% | -9.8% | -0.6% | -7.5% |
| 30D | -5.2% | -25.1% | +20.0% | +4.0% |
| 3M | +12.1% | -11.6% | +23.7% | +15.5% |
| 6M | -10.2% | -20.9% | +10.8% | -4.5% |
| YTD | -20.3% | -22.3% | +2.0% | -16.2% |
| 1Y | -19.7% | -32.0% | +12.3% | -11.7% |
| 3Y | +63.4% | +262.4% | -199.0% | -13.5% |
| 5Y | -12.1% | +563.4% | -575.4% | -63.5% |
| All | +2,681.1% | +1,112.0% | +1,569.0% | +747.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling