+21,479.5%
TSLA vs VT
+446.4%
+21,033.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.1% | -6.7% | -4.7% |
| 7D | -14.8% | -4.2% | -10.6% | -9.0% |
| 30D | -9.7% | -5.8% | -3.9% | -1.0% |
| 3M | +6.9% | -5.2% | +12.1% | +16.5% |
| 6M | -11.7% | +0.1% | -11.9% | -10.4% |
| YTD | -23.6% | +8.2% | -31.8% | -30.7% |
| 1Y | -25.6% | +10.1% | -35.7% | -34.1% |
| 3Y | +56.3% | +69.7% | -13.4% | -19.3% |
| 5Y | -15.6% | +53.4% | -69.0% | -47.1% |
| 10Y | +2,605.4% | +219.2% | +2,386.1% | +672.7% |
| All | +21,479.5% | +446.4% | +21,033.1% | +4,109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling