-13.3%
TSLA vs VNQ
+14.0%
-27.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.2% | -6.5% | -3.5% |
| 7D | -4.7% | +6.8% | -11.5% | -5.2% |
| 30D | +1.7% | +10.0% | -8.3% | +0.7% |
| 3M | +17.7% | 0.0% | +17.7% | +17.7% |
| 6M | -1.9% | +4.5% | -6.4% | -3.0% |
| YTD | -14.3% | +13.9% | -28.3% | -16.8% |
| 1Y | -13.3% | +14.1% | -27.4% | -15.8% |
| All | -13.3% | +14.0% | -27.3% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 1y: compounded portfolio wealth divided by compounded VNQ 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…
1y analysis · Full analysis span regression · 6 months rolling