-12.4%
TSLA vs EWJ
-0.5%
-11.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.3% |
| 7D | +8.9% | +4.0% | +5.0% | +3.2% |
| 30D | +6.3% | -4.3% | +10.5% | +13.1% |
| 3M | +14.8% | -6.8% | +21.6% | +26.5% |
| 6M | -12.4% | -0.9% | -11.5% | -11.9% |
| All | -12.4% | -0.5% | -11.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 6mo: compounded portfolio wealth divided by compounded EWJ 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…
6mo analysis · Full analysis span regression · 6 months rolling