+24,401.0%
TSLA vs EWY
+305.6%
+24,095.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.7% |
| 7D | +8.9% | +4.2% | +4.7% | +6.0% |
| 30D | +6.3% | -10.7% | +16.9% | +13.6% |
| 3M | +14.8% | -20.1% | +34.8% | +29.8% |
| 6M | -12.4% | -24.3% | +11.9% | -2.7% |
| YTD | -13.2% | +46.9% | -60.1% | -43.0% |
| 1Y | -2.9% | +55.2% | -58.1% | -39.0% |
| 3Y | +74.4% | +157.0% | -82.5% | -25.1% |
| 5Y | +13.3% | +98.9% | -85.6% | -40.8% |
| 10Y | +3,004.2% | +226.3% | +2,777.9% | +1,078.9% |
| All | +24,401.0% | +305.6% | +24,095.4% | +8,681.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling