+4.6%
TSLA vs VXUS
+28.0%
-23.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.4% | -6.6% |
| 7D | +1.5% | +1.0% | +0.5% | +0.1% |
| 30D | +10.1% | +2.2% | +7.9% | +7.0% |
| 3M | -15.4% | +3.0% | -18.3% | -18.2% |
| 6M | -12.8% | +10.7% | -23.4% | -22.2% |
| YTD | -21.3% | +17.8% | -39.1% | -38.4% |
| 1Y | +4.6% | +27.6% | -23.0% | -27.7% |
| All | +4.6% | +28.0% | -23.4% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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