+76.9%
TSLA vs VUG
+79.7%
-2.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.8% |
| 7D | -4.7% | -1.2% | -3.5% | -2.4% |
| 30D | -0.8% | -8.9% | +8.1% | +17.2% |
| 3M | +14.8% | -5.9% | +20.7% | +28.3% |
| 6M | -11.3% | -3.3% | -8.1% | -4.8% |
| YTD | -15.6% | +3.4% | -19.0% | -19.3% |
| 1Y | -14.7% | +1.9% | -16.6% | -16.2% |
| 3Y | +76.9% | +76.9% | 0.0% | -14.1% |
| All | +76.9% | +79.7% | -2.8% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling