+33.6%
TSLA vs VYM
+65.1%
-31.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.8% |
| 7D | +3.2% | -0.8% | +4.0% | +4.8% |
| 30D | +11.6% | -2.2% | +13.8% | +16.7% |
| 3M | -8.4% | +3.1% | -11.5% | -13.6% |
| 6M | -10.4% | +9.7% | -20.1% | -25.3% |
| YTD | -18.7% | +14.9% | -33.6% | -38.4% |
| 1Y | -0.9% | +17.6% | -18.5% | -28.5% |
| 3Y | +33.6% | +65.3% | -31.7% | -46.4% |
| All | +33.6% | +65.1% | -31.5% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling