+2,681.1%
TSLA vs VT
+215.5%
+2,465.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +3.8% |
| 7D | -10.4% | -2.3% | -8.1% | -6.5% |
| 30D | -5.2% | -5.0% | -0.2% | +3.9% |
| 3M | +12.1% | -4.9% | +17.0% | +22.9% |
| 6M | -10.2% | -1.5% | -8.6% | -6.1% |
| YTD | -20.3% | +8.5% | -28.8% | -29.5% |
| 1Y | -19.7% | +11.4% | -31.0% | -31.9% |
| 3Y | +63.4% | +70.1% | -6.7% | -25.4% |
| 5Y | -12.1% | +53.7% | -65.8% | -50.3% |
| All | +2,681.1% | +215.5% | +2,465.5% | +535.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling