+22,131.9%
TSLA vs VMC
+568.7%
+21,563.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.3% |
| 7D | +1.5% | -4.3% | +5.9% | +3.5% |
| 30D | +10.1% | -8.2% | +18.4% | +14.5% |
| 3M | -15.4% | -7.0% | -8.3% | -13.2% |
| 6M | -12.8% | -10.8% | -2.0% | -9.2% |
| YTD | -21.3% | -7.4% | -13.9% | -19.9% |
| 1Y | +4.6% | -9.5% | +14.1% | +7.3% |
| 3Y | +44.5% | +20.5% | +24.0% | +30.5% |
| 5Y | +44.8% | +51.6% | -6.8% | +18.6% |
| 10Y | +2,585.4% | +150.0% | +2,435.4% | +1,580.1% |
| All | +22,131.9% | +568.7% | +21,563.1% | +8,181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling