+34.4%
TSLA vs EEM
+87.9%
-53.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +3.0% | +2.0% | +1.0% | +0.5% |
| 30D | +11.2% | +5.1% | +6.1% | +4.6% |
| 3M | -7.3% | +4.6% | -11.9% | -12.5% |
| 6M | -7.7% | +17.8% | -25.5% | -26.0% |
| YTD | -18.2% | +25.8% | -44.0% | -41.1% |
| 1Y | +6.0% | +36.4% | -30.4% | -31.9% |
| All | +34.4% | +87.9% | -53.5% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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