+15.5%
TSLA vs EWZ
+53.9%
-38.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.5% |
| 7D | +8.9% | +0.8% | +8.2% | +8.5% |
| 30D | +6.3% | -24.4% | +30.6% | +19.5% |
| 3M | +14.8% | -4.6% | +19.4% | +12.2% |
| 6M | -12.4% | -11.6% | -0.8% | -10.5% |
| YTD | -13.2% | +2.4% | -15.6% | -19.4% |
| 1Y | -2.9% | +2.1% | -5.0% | -10.0% |
| 3Y | +74.4% | +18.7% | +55.7% | +46.8% |
| All | +15.5% | +53.9% | -38.4% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling