+10.3%
TSLA vs VMC
+48.5%
-38.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.6% |
| 7D | +1.5% | -4.3% | +5.8% | +4.8% |
| 30D | +3.4% | +16.2% | -12.8% | -7.2% |
| 3M | +17.4% | -0.8% | +18.3% | +17.4% |
| 6M | -12.2% | +1.2% | -13.3% | -14.6% |
| YTD | -13.1% | +0.5% | -13.6% | -17.2% |
| 1Y | -11.1% | -2.9% | -8.2% | -12.9% |
| 3Y | +82.1% | +37.3% | +44.7% | +29.6% |
| 5Y | +10.3% | +48.8% | -38.5% | -30.7% |
| All | +10.3% | +48.5% | -38.3% | -30.7% |
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