+47.6%
TSLA vs EEM
+45.2%
+2.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | -1.1% |
| 7D | +3.2% | -1.3% | +4.5% | +4.8% |
| 30D | +11.6% | +2.1% | +9.5% | +8.4% |
| 3M | -8.4% | +1.0% | -9.5% | -10.2% |
| 6M | -10.4% | +15.9% | -26.3% | -27.8% |
| YTD | -18.7% | +24.6% | -43.4% | -41.6% |
| 1Y | -0.9% | +32.3% | -33.2% | -34.3% |
| 3Y | +33.6% | +85.9% | -52.3% | -45.1% |
| All | +47.6% | +45.2% | +2.4% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling