+74.4%
TSLA vs EEM
+71.2%
+3.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.4% |
| 7D | +8.9% | +2.7% | +6.3% | +5.7% |
| 30D | +6.3% | -5.4% | +11.7% | +13.5% |
| 3M | +14.8% | -8.6% | +23.4% | +27.2% |
| 6M | -12.4% | -8.9% | -3.5% | -3.2% |
| YTD | -13.2% | +11.9% | -25.2% | -28.5% |
| 1Y | -2.9% | +13.1% | -16.0% | -21.2% |
| 3Y | +74.4% | +70.7% | +3.8% | -23.3% |
| All | +74.4% | +71.2% | +3.2% | -23.3% |
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