+41.1%
TSLA vs VST
+761.6%
-720.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.5% | -9.4% | -7.1% |
| 7D | +1.5% | +8.9% | -7.4% | -1.5% |
| 30D | +10.1% | +6.2% | +3.9% | +7.6% |
| 3M | -15.4% | -2.7% | -12.7% | -15.2% |
| 6M | -12.8% | -8.4% | -4.4% | -11.6% |
| YTD | -21.3% | -7.2% | -14.1% | -21.3% |
| 1Y | +4.6% | -20.9% | +25.5% | +9.5% |
| 3Y | +44.5% | +384.0% | -339.5% | -37.6% |
| All | +41.1% | +761.6% | -720.5% | -53.1% |
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