+2,664.3%
TSLA vs VTR
+99.2%
+2,565.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | +11.6% | +1.1% | +10.5% | +11.2% |
| 3M | -8.4% | +7.9% | -16.3% | -11.4% |
| 6M | -10.4% | +6.2% | -16.6% | -13.1% |
| YTD | -18.7% | +17.7% | -36.5% | -24.0% |
| 1Y | -0.9% | +32.9% | -33.8% | -11.5% |
| 3Y | +33.6% | +129.7% | -96.1% | -1.7% |
| 5Y | +48.9% | +89.3% | -40.4% | +15.4% |
| All | +2,664.3% | +99.2% | +2,565.1% | +1,615.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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