+2,682.2%
TSLA vs VFC
-69.9%
+2,752.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | +3.0% | -2.3% | +5.4% | +3.7% |
| 30D | +11.2% | -13.4% | +24.5% | +16.1% |
| 3M | -7.3% | -23.7% | +16.4% | +0.1% |
| 6M | -7.7% | -24.5% | +16.7% | -0.6% |
| YTD | -18.2% | -27.8% | +9.6% | -11.2% |
| 1Y | +6.0% | -13.5% | +19.5% | +7.0% |
| 3Y | +48.0% | -27.1% | +75.1% | +39.5% |
| 5Y | +46.2% | -79.0% | +125.2% | +121.0% |
| All | +2,682.2% | -69.9% | +2,752.1% | +3,479.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling