+2,737.0%
TSLA vs VXUS
+146.7%
+2,590.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +1.0% |
| 7D | +3.0% | +0.3% | +2.7% | +2.6% |
| 30D | +11.2% | +0.7% | +10.5% | +10.1% |
| 3M | -7.3% | +4.8% | -12.0% | -12.9% |
| 6M | -7.7% | +11.3% | -19.1% | -21.1% |
| YTD | -18.2% | +16.5% | -34.7% | -35.0% |
| 1Y | +6.0% | +24.3% | -18.3% | -23.1% |
| 3Y | +48.0% | +74.5% | -26.5% | -32.8% |
| 5Y | +46.2% | +54.3% | -8.2% | -18.3% |
| 10Y | +2,737.0% | +150.1% | +2,586.9% | +874.5% |
| All | +2,737.0% | +146.7% | +2,590.3% | +874.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling