+23,015.9%
TSLA vs EFA
+265.0%
+22,750.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.6% |
| 7D | +3.4% | +1.2% | +2.2% | +2.0% |
| 30D | +12.0% | -0.7% | +12.8% | +13.1% |
| 3M | -10.0% | +6.4% | -16.4% | -15.7% |
| 6M | -7.2% | +11.4% | -18.6% | -17.7% |
| YTD | -18.1% | +14.0% | -32.1% | -29.4% |
| 1Y | +6.3% | +20.2% | -13.9% | -13.6% |
| 3Y | +48.2% | +68.2% | -20.0% | -15.1% |
| 5Y | +46.5% | +54.8% | -8.3% | -5.7% |
| 10Y | +2,698.1% | +142.4% | +2,555.7% | +1,118.6% |
| All | +23,015.9% | +265.0% | +22,750.9% | +8,264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling