+15.5%
TSLA vs EFX
-30.1%
+45.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +8.9% | -0.8% | +9.7% | +9.3% |
| 30D | +6.3% | +25.1% | -18.8% | -5.4% |
| 3M | +14.8% | +1.7% | +13.1% | +12.4% |
| 6M | -12.4% | +18.4% | -30.7% | -22.3% |
| YTD | -13.2% | -12.5% | -0.7% | -10.8% |
| 1Y | -2.9% | -8.1% | +5.2% | -3.5% |
| 3Y | +74.4% | +4.8% | +69.6% | +47.5% |
| All | +15.5% | -30.1% | +45.7% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling