+3,009.1%
TSLA vs VFC
-47.4%
+3,056.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +1.5% | -1.4% | +2.9% | +2.0% |
| 30D | +3.4% | +30.7% | -27.3% | -5.1% |
| 3M | +17.4% | +40.6% | -23.2% | +5.0% |
| 6M | -12.2% | +16.5% | -28.6% | -17.4% |
| YTD | -13.1% | +16.2% | -29.3% | -19.0% |
| 1Y | -11.1% | +42.4% | -53.5% | -22.8% |
| 3Y | +82.1% | +48.1% | +34.0% | +37.8% |
| 5Y | +10.3% | -67.8% | +78.1% | +46.3% |
| 10Y | +3,009.1% | -48.5% | +3,057.6% | +3,351.5% |
| All | +3,009.1% | -47.4% | +3,056.6% | +3,351.5% |
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