-19.7%
TSLA vs VG
+48.6%
-68.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -10.4% | -22.0% | +11.6% | -11.9% |
| 30D | -5.2% | -11.6% | +6.5% | -5.8% |
| 3M | +12.1% | -14.9% | +27.0% | +11.2% |
| 6M | -10.2% | -3.5% | -6.6% | -9.8% |
| YTD | -20.3% | +70.0% | -90.3% | -24.7% |
| 1Y | -19.7% | +50.0% | -69.7% | -22.6% |
| All | -19.7% | +48.6% | -68.3% | -22.6% |
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