+24,401.0%
TSLA vs VGT
+1,900.5%
+22,500.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | +0.3% |
| 7D | +8.9% | +2.5% | +6.5% | +5.7% |
| 30D | +6.3% | -9.5% | +15.8% | +20.3% |
| 3M | +14.8% | -9.5% | +24.3% | +29.8% |
| 6M | -12.4% | -1.8% | -10.6% | -10.6% |
| YTD | -13.2% | +18.4% | -31.6% | -30.2% |
| 1Y | -2.9% | +18.7% | -21.7% | -22.4% |
| 3Y | +74.4% | +103.8% | -29.4% | -25.5% |
| 5Y | +13.3% | +104.4% | -91.1% | -49.3% |
| 10Y | +3,004.2% | +716.9% | +2,287.3% | +195.5% |
| All | +24,401.0% | +1,900.5% | +22,500.6% | +797.7% |
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 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