+68.5%
TSLA vs VSXY
+42.7%
+25.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.9% | +0.1% | +3.2% |
| 7D | +3.4% | -6.8% | +10.2% | +4.4% |
| 30D | +12.0% | -20.4% | +32.4% | +16.6% |
| 3M | -10.0% | +2.9% | -12.9% | -11.3% |
| 6M | -7.2% | +67.9% | -75.1% | -19.7% |
| YTD | -18.1% | +44.9% | -63.0% | -27.7% |
| 1Y | +6.3% | +205.9% | -199.6% | -22.0% |
| 3Y | +48.2% | +373.9% | -325.7% | -11.4% |
| 5Y | +46.5% | +23.5% | +23.0% | +14.8% |
| All | +68.5% | +42.7% | +25.9% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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