-13.3%
TSLA vs VYM
+21.8%
-35.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.6% | -4.9% |
| 7D | -4.7% | +1.2% | -5.9% | -6.1% |
| 30D | +1.7% | +5.2% | -3.5% | -5.0% |
| 3M | +17.7% | +0.5% | +17.1% | +17.0% |
| 6M | -1.9% | +7.7% | -9.6% | -10.2% |
| YTD | -14.3% | +17.2% | -31.5% | -28.5% |
| 1Y | -13.3% | +21.7% | -35.0% | -33.2% |
| All | -13.3% | +21.8% | -35.1% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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