+74.4%
TSLA vs EFA
+66.3%
+8.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.1% |
| 7D | +8.9% | +2.2% | +6.7% | +5.3% |
| 30D | +6.3% | +1.4% | +4.9% | +4.2% |
| 3M | +14.8% | -4.2% | +18.9% | +23.0% |
| 6M | -12.4% | +1.9% | -14.3% | -14.1% |
| YTD | -13.2% | +10.2% | -23.4% | -26.0% |
| 1Y | -2.9% | +12.8% | -15.7% | -20.5% |
| 3Y | +74.4% | +65.2% | +9.2% | -20.9% |
| All | +74.4% | +66.3% | +8.1% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling