+2,664.3%
TSLA vs VTEB
+17.9%
+2,646.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.1% |
| 7D | +3.2% | -0.9% | +4.1% | +4.3% |
| 30D | +11.6% | -2.5% | +14.1% | +15.0% |
| 3M | -8.4% | -3.0% | -5.5% | -5.0% |
| 6M | -10.4% | -2.1% | -8.3% | -7.8% |
| YTD | -18.7% | -1.5% | -17.3% | -17.0% |
| 1Y | -0.9% | +0.2% | -1.1% | -0.6% |
| 3Y | +33.6% | +8.6% | +25.0% | +22.5% |
| 5Y | +48.9% | +1.2% | +47.7% | +45.7% |
| All | +2,664.3% | +17.9% | +2,646.4% | +2,523.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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