+24,401.0%
TSLA vs EFX
+680.8%
+23,720.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.2% |
| 7D | +8.9% | -0.8% | +9.7% | +9.3% |
| 30D | +6.3% | +25.1% | -18.8% | -5.9% |
| 3M | +14.8% | +1.7% | +13.1% | +12.0% |
| 6M | -12.4% | +18.4% | -30.7% | -22.5% |
| YTD | -13.2% | -12.5% | -0.7% | -11.9% |
| 1Y | -2.9% | -8.1% | +5.2% | -4.4% |
| 3Y | +74.4% | +4.8% | +69.6% | +54.2% |
| 5Y | +13.3% | -30.1% | +43.4% | +22.3% |
| 10Y | +3,004.2% | +81.5% | +2,922.8% | +1,733.1% |
| All | +24,401.0% | +680.8% | +23,720.2% | +4,113.0% |
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