+48.1%
TSLA vs EFX
-37.1%
+85.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -3.4% | -11.1% | +7.7% | +2.2% |
| 30D | +9.2% | -7.4% | +16.6% | +13.1% |
| 3M | -4.7% | +1.5% | -6.2% | -7.2% |
| 6M | -8.9% | -13.7% | +4.8% | -4.5% |
| YTD | -19.2% | -21.9% | +2.7% | -11.4% |
| 1Y | +4.5% | -30.8% | +35.3% | +22.5% |
| 3Y | +46.3% | -12.4% | +58.7% | +39.0% |
| 5Y | +48.1% | -35.9% | +84.1% | +58.5% |
| All | +48.1% | -37.1% | +85.2% | +58.5% |
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