+34.4%
TSLA vs VZ
+80.5%
-46.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.4% |
| 7D | +3.0% | -1.0% | +4.0% | +2.8% |
| 30D | +11.2% | +5.8% | +5.4% | +12.4% |
| 3M | -7.3% | +10.5% | -17.8% | -5.0% |
| 6M | -7.7% | +1.8% | -9.5% | -6.5% |
| YTD | -18.2% | +28.3% | -46.5% | -14.1% |
| 1Y | +6.0% | +22.0% | -16.0% | +10.2% |
| All | +34.4% | +80.5% | -46.1% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling