-13.3%
TSLA vs VUG
+4.9%
-18.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.9% | -5.7% |
| 7D | -4.7% | -3.0% | -1.7% | -0.3% |
| 30D | +1.7% | -6.4% | +8.1% | +12.8% |
| 3M | +17.7% | -3.2% | +20.9% | +23.9% |
| 6M | -1.9% | +3.1% | -5.0% | -5.2% |
| YTD | -14.3% | +6.3% | -20.6% | -19.5% |
| 1Y | -13.3% | +5.2% | -18.5% | -17.1% |
| All | -13.3% | +4.9% | -18.2% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling