+48.2%
TSLA vs VCLT
+12.2%
+35.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.4% | +0.3% | +3.1% | +3.0% |
| 30D | +12.0% | -0.6% | +12.6% | +12.8% |
| 3M | -10.0% | -2.2% | -7.7% | -7.4% |
| 6M | -7.2% | -2.9% | -4.3% | -3.7% |
| YTD | -18.1% | -2.1% | -16.1% | -15.9% |
| 1Y | +6.3% | -2.6% | +8.9% | +9.8% |
| 3Y | +48.2% | +12.5% | +35.6% | +26.9% |
| All | +48.2% | +12.2% | +35.9% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling