+2,664.3%
TSLA vs EFA
+146.6%
+2,517.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.9% |
| 7D | +3.2% | -1.5% | +4.7% | +5.4% |
| 30D | +11.6% | -1.7% | +13.2% | +14.3% |
| 3M | -8.4% | +3.5% | -11.9% | -12.3% |
| 6M | -10.4% | +9.5% | -19.9% | -20.9% |
| YTD | -18.7% | +12.9% | -31.6% | -31.6% |
| 1Y | -0.9% | +18.2% | -19.1% | -21.7% |
| 3Y | +33.6% | +64.8% | -31.3% | -31.9% |
| 5Y | +48.9% | +53.9% | -5.0% | -14.4% |
| All | +2,664.3% | +146.6% | +2,517.7% | +907.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling