+3,125.8%
TSLA vs EWZ
+68.6%
+3,057.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.4% |
| 7D | +8.9% | +0.8% | +8.2% | +8.6% |
| 30D | +6.3% | -24.4% | +30.6% | +18.3% |
| 3M | +14.8% | -4.6% | +19.4% | +14.1% |
| 6M | -12.4% | -11.6% | -0.8% | -9.7% |
| YTD | -13.2% | +2.4% | -15.6% | -17.0% |
| 1Y | -2.9% | +2.1% | -5.0% | -7.2% |
| 3Y | +74.4% | +18.7% | +55.7% | +55.6% |
| 5Y | +13.3% | +54.2% | -40.9% | -11.0% |
| All | +3,125.8% | +68.6% | +3,057.3% | +2,327.7% |
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 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