+2,664.3%
TSLA vs VMC
+156.6%
+2,507.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.1% |
| 7D | +3.2% | -3.8% | +7.0% | +5.2% |
| 30D | +11.6% | -9.7% | +21.3% | +17.3% |
| 3M | -8.4% | -9.6% | +1.2% | -4.4% |
| 6M | -10.4% | -4.8% | -5.6% | -9.5% |
| YTD | -18.7% | -10.9% | -7.9% | -15.7% |
| 1Y | -0.9% | -15.6% | +14.7% | +5.4% |
| 3Y | +33.6% | +19.3% | +14.3% | +19.2% |
| 5Y | +48.9% | +48.0% | +0.9% | +19.8% |
| All | +2,664.3% | +156.6% | +2,507.7% | +1,694.5% |
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