+47.6%
TSLA vs VTV
+80.6%
-33.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.7% |
| 7D | +3.2% | -1.1% | +4.3% | +5.1% |
| 30D | +11.6% | -1.0% | +12.6% | +13.6% |
| 3M | -8.4% | +4.6% | -13.1% | -15.4% |
| 6M | -10.4% | +13.5% | -23.9% | -28.0% |
| YTD | -18.7% | +18.5% | -37.2% | -39.6% |
| 1Y | -0.9% | +22.9% | -23.8% | -31.0% |
| 3Y | +33.6% | +67.8% | -34.3% | -42.3% |
| All | +47.6% | +80.6% | -33.1% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling