+2,447.8%
TSLA vs VST
+1,175.7%
+1,272.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.5% |
| 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% | -30.3% |
| 5Y | +44.8% | +757.1% | -712.3% | -44.3% |
| All | +2,447.8% | +1,175.7% | +1,272.1% | +661.7% |
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