+2,664.3%
TSLA vs VTI
+305.0%
+2,359.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.9% |
| 7D | +3.2% | -0.9% | +4.1% | +4.7% |
| 30D | +11.6% | -1.4% | +13.0% | +14.5% |
| 3M | -8.4% | +3.6% | -12.0% | -12.8% |
| 6M | -10.4% | +13.6% | -24.0% | -26.3% |
| YTD | -18.7% | +12.9% | -31.7% | -32.4% |
| 1Y | -0.9% | +17.2% | -18.1% | -21.9% |
| 3Y | +33.6% | +75.7% | -42.1% | -39.5% |
| 5Y | +48.9% | +75.4% | -26.5% | -28.1% |
| All | +2,664.3% | +305.0% | +2,359.2% | +428.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 VTI 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