+23,015.9%
TSLA vs VGT
+2,075.5%
+20,940.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.2% |
| 7D | +3.4% | +1.8% | +1.6% | +1.1% |
| 30D | +12.0% | -0.3% | +12.4% | +12.4% |
| 3M | -10.0% | +3.4% | -13.3% | -13.5% |
| 6M | -7.2% | +35.0% | -42.2% | -36.4% |
| YTD | -18.1% | +28.8% | -46.9% | -40.6% |
| 1Y | +6.3% | +38.0% | -31.7% | -29.2% |
| 3Y | +48.2% | +125.8% | -77.6% | -44.1% |
| 5Y | +46.5% | +134.7% | -88.2% | -44.8% |
| 10Y | +2,698.1% | +792.6% | +1,905.5% | +138.5% |
| All | +23,015.9% | +2,075.5% | +20,940.4% | +663.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling