+24,855.0%
TSLA vs VSH
+449.7%
+24,405.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +3.8% |
| 7D | +15.6% | +26.2% | -10.6% | +3.7% |
| 30D | +5.9% | -12.5% | +18.4% | +10.8% |
| 3M | +21.4% | -16.9% | +38.3% | +28.0% |
| 6M | -8.3% | -17.0% | +8.7% | -9.7% |
| YTD | -11.6% | +93.8% | -105.4% | -44.2% |
| 1Y | -7.7% | +99.3% | -107.0% | -42.8% |
| 3Y | +85.2% | +35.0% | +50.2% | +31.9% |
| 5Y | +15.4% | +45.8% | -30.4% | -20.7% |
| 10Y | +3,061.7% | +127.1% | +2,934.6% | +1,589.8% |
| All | +24,855.0% | +449.7% | +24,405.3% | +9,692.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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