-13.3%
TSLA vs VFC
+52.5%
-65.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.8% | -4.2% |
| 7D | -4.7% | +21.5% | -26.2% | -8.6% |
| 30D | +1.7% | +46.7% | -45.0% | -6.6% |
| 3M | +17.7% | +38.4% | -20.7% | +9.5% |
| 6M | -1.9% | +15.2% | -17.1% | -5.7% |
| YTD | -14.3% | +17.8% | -32.2% | -18.6% |
| 1Y | -13.3% | +55.6% | -68.9% | -21.1% |
| All | -13.3% | +52.5% | -65.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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