+4.6%
TSLA vs EWY
+165.3%
-160.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.6% | -10.5% | -7.4% |
| 7D | +1.5% | +4.8% | -3.3% | -0.1% |
| 30D | +10.1% | +11.7% | -1.5% | +5.7% |
| 3M | -15.4% | -7.4% | -8.0% | -14.7% |
| 6M | -12.8% | +40.6% | -53.3% | -25.3% |
| YTD | -21.3% | +94.3% | -115.5% | -44.1% |
| 1Y | +4.6% | +164.3% | -159.7% | -31.6% |
| All | +4.6% | +165.3% | -160.7% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 1y: compounded portfolio wealth divided by compounded EWY 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…
1y analysis · Full analysis span regression · 6 months rolling