-7.7%
TSLA vs VST
-25.0%
+17.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +15.6% | +19.2% | -3.5% | +9.8% |
| 30D | +5.9% | -17.2% | +23.1% | +10.5% |
| 3M | +21.4% | -8.1% | +29.5% | +22.7% |
| 6M | -8.3% | -8.1% | -0.2% | -8.0% |
| YTD | -11.6% | -16.3% | +4.6% | -11.2% |
| 1Y | -7.7% | -24.1% | +16.4% | -3.3% |
| All | -7.7% | -25.0% | +17.3% | -3.3% |
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