+22,131.9%
TSLA vs VCLT
+91.9%
+22,040.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | +10.1% | -0.9% | +11.0% | +10.5% |
| 3M | -15.4% | -3.2% | -12.1% | -14.2% |
| 6M | -12.8% | -3.8% | -9.0% | -11.3% |
| YTD | -21.3% | -2.0% | -19.3% | -20.5% |
| 1Y | +4.6% | -0.8% | +5.4% | +5.2% |
| 3Y | +44.5% | +12.3% | +32.2% | +39.6% |
| 5Y | +44.8% | -15.4% | +60.2% | +44.7% |
| 10Y | +2,585.4% | +15.7% | +2,569.7% | +2,738.2% |
| All | +22,131.9% | +91.9% | +22,040.0% | +31,788.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling