+24,401.0%
TSLA vs VZ
+306.7%
+24,094.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +8.9% | +1.5% | +7.5% | +8.7% |
| 30D | +6.3% | +4.4% | +1.9% | +5.4% |
| 3M | +14.8% | -2.4% | +17.2% | +15.0% |
| 6M | -12.4% | +1.4% | -13.8% | -13.1% |
| YTD | -13.2% | +21.4% | -34.6% | -17.6% |
| 1Y | -2.9% | +20.3% | -23.2% | -7.7% |
| 3Y | +74.4% | +57.4% | +17.1% | +49.7% |
| 5Y | +13.3% | +21.9% | -8.7% | +3.9% |
| 10Y | +3,004.2% | +70.7% | +2,933.5% | +2,290.2% |
| All | +24,401.0% | +306.7% | +24,094.3% | +10,651.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling