+23,015.9%
TSLA vs EFX
+612.4%
+22,403.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.0% | +5.5% |
| 7D | +3.4% | -7.8% | +11.2% | +7.6% |
| 30D | +12.0% | -5.7% | +17.8% | +15.1% |
| 3M | -10.0% | +2.5% | -12.5% | -12.7% |
| 6M | -7.2% | -16.7% | +9.5% | -1.2% |
| YTD | -18.1% | -20.2% | +2.1% | -11.8% |
| 1Y | +6.3% | -31.4% | +37.7% | +23.5% |
| 3Y | +48.2% | -10.5% | +58.7% | +43.8% |
| 5Y | +46.5% | -35.2% | +81.7% | +65.9% |
| 10Y | +2,698.1% | +40.2% | +2,658.0% | +1,871.6% |
| All | +23,015.9% | +612.4% | +22,403.6% | +4,119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling