+34.4%
TSLA vs VMC
+17.4%
+17.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.8% |
| 7D | +3.0% | -5.3% | +8.3% | +6.1% |
| 30D | +11.2% | -12.3% | +23.4% | +19.7% |
| 3M | -7.3% | -10.3% | +3.0% | -2.4% |
| 6M | -7.7% | -8.6% | +0.8% | -5.3% |
| YTD | -18.2% | -11.9% | -6.3% | -15.4% |
| 1Y | +6.0% | -13.9% | +19.9% | +10.8% |
| All | +34.4% | +17.4% | +17.0% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling