+2,650.1%
TSLA vs EFX
+41.8%
+2,608.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -3.4% | -11.1% | +7.7% | +1.6% |
| 30D | +9.2% | -7.4% | +16.6% | +12.7% |
| 3M | -4.7% | +1.5% | -6.2% | -6.9% |
| 6M | -8.9% | -13.7% | +4.8% | -5.1% |
| YTD | -19.2% | -21.9% | +2.7% | -12.6% |
| 1Y | +4.5% | -30.8% | +35.3% | +19.3% |
| 3Y | +46.3% | -12.4% | +58.7% | +44.9% |
| 5Y | +48.1% | -35.9% | +84.1% | +64.5% |
| All | +2,650.1% | +41.8% | +2,608.3% | +2,204.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling