+15.5%
TSLA vs EEM
+31.5%
-15.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.4% |
| 7D | +8.9% | +2.7% | +6.3% | +5.3% |
| 30D | +6.3% | -5.4% | +11.7% | +14.3% |
| 3M | +14.8% | -8.6% | +23.4% | +28.5% |
| 6M | -12.4% | -8.9% | -3.5% | -2.3% |
| YTD | -13.2% | +11.9% | -25.2% | -28.9% |
| 1Y | -2.9% | +13.1% | -16.0% | -21.6% |
| 3Y | +74.4% | +70.7% | +3.8% | -22.0% |
| All | +15.5% | +31.5% | -15.9% | -16.0% |
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