+46.2%
TSLA vs VMC
+48.3%
-2.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +2.1% |
| 7D | +3.0% | -5.3% | +8.3% | +6.7% |
| 30D | +11.2% | -12.3% | +23.4% | +21.2% |
| 3M | -7.3% | -10.3% | +3.0% | -1.5% |
| 6M | -7.7% | -8.6% | +0.8% | -4.5% |
| YTD | -18.2% | -11.9% | -6.3% | -14.3% |
| 1Y | +6.0% | -13.9% | +19.9% | +12.4% |
| 3Y | +48.0% | +18.2% | +29.9% | +20.5% |
| 5Y | +46.2% | +47.7% | -1.6% | -0.4% |
| All | +46.2% | +48.3% | -2.1% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling