+22,727.1%
TSLA vs VNQ
+269.1%
+22,458.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.4% |
| 7D | -3.4% | -2.6% | -0.8% | -1.2% |
| 30D | +9.2% | -2.3% | +11.6% | +11.5% |
| 3M | -4.7% | -2.8% | -1.9% | -2.9% |
| 6M | -8.9% | +2.5% | -11.4% | -11.6% |
| YTD | -19.2% | +8.4% | -27.6% | -25.5% |
| 1Y | +4.5% | +6.8% | -2.2% | -2.5% |
| 3Y | +46.3% | +29.9% | +16.4% | +16.2% |
| 5Y | +48.1% | +7.2% | +40.9% | +39.8% |
| 10Y | +2,704.2% | +62.5% | +2,641.7% | +1,772.3% |
| All | +22,727.1% | +269.1% | +22,458.1% | +7,129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling