+4.6%
TSLA vs EFX
-25.2%
+29.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.4% | +0.4% | -5.3% |
| 7D | +1.5% | -8.6% | +10.2% | +2.4% |
| 30D | +10.1% | +0.1% | +10.0% | +10.3% |
| 3M | -15.4% | +3.8% | -19.2% | -15.6% |
| 6M | -12.8% | -13.5% | +0.7% | -9.5% |
| YTD | -21.3% | -17.7% | -3.6% | -16.0% |
| 1Y | +4.6% | -25.6% | +30.2% | +17.8% |
| All | +4.6% | -25.2% | +29.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling