+2,373.1%
TSLA vs VST
+866.2%
+1,506.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -6.2% | -4.6% | -8.7% |
| 7D | -14.8% | -19.9% | +5.1% | -8.3% |
| 30D | -9.7% | -29.7% | +19.9% | +1.2% |
| 3M | +6.9% | -19.6% | +26.5% | +13.9% |
| 6M | -11.7% | -29.4% | +17.7% | -2.4% |
| YTD | -23.6% | -29.7% | +6.1% | -16.7% |
| 1Y | -25.6% | -40.0% | +14.4% | -14.5% |
| 3Y | +56.3% | +231.0% | -174.7% | -14.2% |
| 5Y | -15.6% | +500.1% | -515.7% | -63.5% |
| 10Y | +2,605.4% | +1,004.2% | +1,601.2% | +780.8% |
| All | +2,373.1% | +866.2% | +1,506.9% | +706.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling