+2,664.3%
TSLA vs VGT
+820.0%
+1,844.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -1.0% |
| 7D | +3.2% | -0.2% | +3.4% | +3.4% |
| 30D | +11.6% | -0.4% | +12.0% | +12.2% |
| 3M | -8.4% | +4.4% | -12.9% | -13.3% |
| 6M | -10.4% | +32.1% | -42.5% | -37.3% |
| YTD | -18.7% | +28.8% | -47.5% | -41.5% |
| 1Y | -0.9% | +35.3% | -36.3% | -32.9% |
| 3Y | +33.6% | +124.8% | -91.2% | -50.3% |
| 5Y | +48.9% | +137.9% | -89.0% | -46.0% |
| All | +2,664.3% | +820.0% | +1,844.2% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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