+2,650.1%
TSLA vs VFC
-70.4%
+2,720.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -3.4% | -3.3% | -0.1% | -2.5% |
| 30D | +9.2% | -14.0% | +23.3% | +14.4% |
| 3M | -4.7% | -22.6% | +17.8% | +2.4% |
| 6M | -8.9% | -24.7% | +15.8% | -1.8% |
| YTD | -19.2% | -29.0% | +9.8% | -11.8% |
| 1Y | +4.5% | -13.8% | +18.3% | +5.6% |
| 3Y | +46.3% | -28.2% | +74.5% | +38.5% |
| 5Y | +48.1% | -79.0% | +127.1% | +123.6% |
| All | +2,650.1% | -70.4% | +2,720.4% | +3,455.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling