+2,664.3%
TSLA vs EWY
+311.4%
+2,352.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -1.6% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +11.6% | +7.3% | +4.3% | +5.7% |
| 3M | -8.4% | -5.1% | -3.3% | -8.9% |
| 6M | -10.4% | +42.1% | -52.4% | -37.7% |
| YTD | -18.7% | +94.1% | -112.9% | -57.5% |
| 1Y | -0.9% | +147.8% | -148.7% | -58.1% |
| 3Y | +33.6% | +222.9% | -189.3% | -55.6% |
| 5Y | +48.9% | +150.6% | -101.7% | -38.7% |
| All | +2,664.3% | +311.4% | +2,352.9% | +720.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling