-2.9%
TSLA vs VG
+63.8%
-66.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.9% |
| 7D | +8.9% | +14.0% | -5.0% | +9.8% |
| 30D | +6.3% | -1.0% | +7.3% | +6.1% |
| 3M | +14.8% | -2.7% | +17.5% | +14.6% |
| 6M | -12.4% | +1.5% | -13.8% | -11.5% |
| YTD | -13.2% | +93.7% | -106.9% | -15.8% |
| 1Y | -2.9% | +68.5% | -71.5% | -3.6% |
| All | -2.9% | +63.8% | -66.7% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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