-13.3%
TSLA vs EFX
-7.5%
-5.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -3.4% |
| 7D | -4.7% | +9.2% | -13.9% | -4.9% |
| 30D | +1.7% | +34.8% | -33.1% | +0.5% |
| 3M | +17.7% | +8.8% | +8.8% | +17.6% |
| 6M | -1.9% | +12.3% | -14.2% | -1.8% |
| YTD | -14.3% | -10.6% | -3.7% | -9.4% |
| 1Y | -13.3% | -6.7% | -6.6% | -7.9% |
| All | -13.3% | -7.5% | -5.8% | -7.9% |
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