+4.6%
TSLA vs EWZ
+36.3%
-31.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.5% |
| 7D | +1.5% | +6.5% | -5.0% | -2.2% |
| 30D | +10.1% | +4.8% | +5.3% | +6.9% |
| 3M | -15.4% | +9.9% | -25.3% | -19.9% |
| 6M | -12.8% | +1.9% | -14.7% | -15.1% |
| YTD | -21.3% | +20.3% | -41.6% | -31.4% |
| 1Y | +4.6% | +35.6% | -31.0% | -25.7% |
| All | +4.6% | +36.3% | -31.7% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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