-6.6%
TSLA vs VG
-49.4%
+42.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -4.7% | -7.7% | +3.0% | -3.9% |
| 30D | -0.8% | -8.8% | +8.1% | -0.1% |
| 3M | +14.8% | -15.6% | +30.4% | +16.2% |
| 6M | -11.3% | +5.2% | -16.6% | -13.9% |
| YTD | -15.6% | +76.9% | -92.5% | -29.6% |
| 1Y | -14.7% | +42.5% | -57.2% | -25.7% |
| All | -6.6% | -49.4% | +42.8% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling