+2,664.3%
TSLA vs EWZ
+94.8%
+2,569.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | +3.2% | +0.9% | +2.3% | +2.8% |
| 30D | +11.6% | +12.8% | -1.2% | +5.4% |
| 3M | -8.4% | +10.8% | -19.2% | -12.7% |
| 6M | -10.4% | +2.5% | -12.9% | -11.7% |
| YTD | -18.7% | +21.4% | -40.1% | -26.1% |
| 1Y | -0.9% | +32.8% | -33.7% | -13.7% |
| 3Y | +33.6% | +45.2% | -11.6% | +11.8% |
| 5Y | +48.9% | +63.0% | -14.1% | +16.2% |
| All | +2,664.3% | +94.8% | +2,569.5% | +1,885.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling