+4.5%
TSLA vs VCLT
-3.8%
+8.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | +0.5% |
| 7D | -3.4% | -1.3% | -2.1% | -1.6% |
| 30D | +9.2% | -1.1% | +10.4% | +11.0% |
| 3M | -4.7% | -3.7% | -1.0% | +0.2% |
| 6M | -8.9% | -4.0% | -4.9% | -4.2% |
| YTD | -19.2% | -3.4% | -15.8% | -15.5% |
| 1Y | +4.5% | -4.1% | +8.7% | +12.3% |
| All | +4.5% | -3.8% | +8.4% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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