+22,131.9%
TSLA vs VUG
+1,143.0%
+20,988.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.2% |
| 7D | +1.5% | -0.1% | +1.6% | +1.8% |
| 30D | +10.1% | -0.3% | +10.4% | +10.9% |
| 3M | -15.4% | -0.7% | -14.7% | -13.4% |
| 6M | -12.8% | +14.6% | -27.4% | -27.8% |
| YTD | -21.3% | +9.0% | -30.3% | -29.7% |
| 1Y | +4.6% | +14.9% | -10.3% | -13.0% |
| 3Y | +44.5% | +86.0% | -41.5% | -35.6% |
| 5Y | +44.8% | +76.7% | -31.9% | -26.3% |
| 10Y | +2,585.4% | +411.3% | +2,174.1% | +263.5% |
| All | +22,131.9% | +1,143.0% | +20,988.9% | +1,016.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling