+3,125.8%
TSLA vs VMC
+125.2%
+3,000.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.5% |
| 7D | +8.9% | -1.3% | +10.2% | +9.7% |
| 30D | +6.3% | +15.5% | -9.2% | -1.7% |
| 3M | +14.8% | +0.6% | +14.2% | +13.9% |
| 6M | -12.4% | +2.1% | -14.4% | -14.5% |
| YTD | -13.2% | -1.6% | -11.7% | -14.8% |
| 1Y | -2.9% | -1.2% | -1.8% | -4.9% |
| 3Y | +74.4% | +35.3% | +39.1% | +44.4% |
| 5Y | +13.3% | +43.6% | -30.3% | -9.5% |
| All | +3,125.8% | +125.2% | +3,000.6% | +1,828.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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