+22,131.9%
TSLA vs VT
+482.3%
+21,649.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | +0.4% | +1.1% | +0.9% |
| 30D | +10.1% | +1.0% | +9.1% | +8.7% |
| 3M | -15.4% | +2.4% | -17.8% | -17.3% |
| 6M | -12.8% | +12.0% | -24.8% | -25.2% |
| YTD | -21.3% | +15.3% | -36.6% | -35.3% |
| 1Y | +4.6% | +22.6% | -18.0% | -20.8% |
| 3Y | +44.5% | +74.7% | -30.2% | -28.9% |
| 5Y | +44.8% | +66.1% | -21.3% | -19.3% |
| 10Y | +2,585.4% | +225.0% | +2,360.4% | +630.4% |
| All | +22,131.9% | +482.3% | +21,649.6% | +3,830.7% |
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