+22,131.9%
TSLA vs VZ
+333.2%
+21,798.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.8% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +10.1% | +7.9% | +2.2% | +8.6% |
| 3M | -15.4% | +13.6% | -29.0% | -17.7% |
| 6M | -12.8% | +1.1% | -13.9% | -13.1% |
| YTD | -21.3% | +29.3% | -50.6% | -25.9% |
| 1Y | +4.6% | +21.2% | -16.6% | -0.4% |
| 3Y | +44.5% | +75.9% | -31.4% | +20.8% |
| 5Y | +44.8% | +24.1% | +20.7% | +33.7% |
| 10Y | +2,585.4% | +62.4% | +2,523.0% | +2,065.6% |
| All | +22,131.9% | +333.2% | +21,798.7% | +9,568.5% |
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