+6.0%
TSLA vs VUG
+13.3%
-7.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.8% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +11.2% | -1.7% | +12.8% | +14.6% |
| 3M | -7.3% | +2.8% | -10.1% | -10.6% |
| 6M | -7.7% | +13.6% | -21.3% | -22.7% |
| YTD | -18.2% | +8.1% | -26.3% | -25.2% |
| 1Y | +6.0% | +13.1% | -7.1% | -13.6% |
| All | +6.0% | +13.3% | -7.3% | -13.6% |
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