+4.6%
TSLA vs VZ
+21.5%
-17.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -6.1% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +10.1% | +7.9% | +2.2% | +11.7% |
| 3M | -15.4% | +13.6% | -29.0% | -12.9% |
| 6M | -12.8% | +1.1% | -13.9% | -10.4% |
| YTD | -21.3% | +29.3% | -50.6% | -19.5% |
| 1Y | +4.6% | +21.2% | -16.6% | +7.0% |
| All | +4.6% | +21.5% | -17.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 1y: compounded portfolio wealth divided by compounded VZ 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…
1y analysis · Full analysis span regression · 6 months rolling