+74.4%
TSLA vs VGT
+103.6%
-29.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | +0.3% |
| 7D | +8.9% | +2.5% | +6.5% | +5.6% |
| 30D | +6.3% | -9.5% | +15.8% | +20.8% |
| 3M | +14.8% | -9.5% | +24.3% | +30.3% |
| 6M | -12.4% | -1.8% | -10.6% | -11.0% |
| YTD | -13.2% | +18.4% | -31.6% | -31.8% |
| 1Y | -2.9% | +18.7% | -21.7% | -24.3% |
| 3Y | +74.4% | +103.8% | -29.4% | -23.7% |
| All | +74.4% | +103.6% | -29.1% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling