+10.8%
TSLA vs VST
+632.2%
-621.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.3% | -1.8% | +3.0% |
| 7D | -6.4% | -0.5% | -5.9% | -6.5% |
| 30D | -1.2% | -17.1% | +15.9% | +4.7% |
| 3M | +15.1% | -4.6% | +19.6% | +15.5% |
| 6M | -11.7% | -9.1% | -2.7% | -10.5% |
| YTD | -15.9% | -16.6% | +0.7% | -13.8% |
| 1Y | -12.0% | -29.5% | +17.5% | -4.4% |
| 3Y | +80.0% | +297.5% | -217.5% | -17.8% |
| 5Y | +10.8% | +654.5% | -643.7% | -62.2% |
| All | +10.8% | +632.2% | -621.4% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling