+48.1%
TSLA vs EWZ
+60.3%
-12.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.9% |
| 7D | -3.4% | +1.1% | -4.5% | -4.0% |
| 30D | +9.2% | +13.5% | -4.2% | +1.7% |
| 3M | -4.7% | +15.2% | -20.0% | -12.1% |
| 6M | -8.9% | +3.7% | -12.7% | -11.3% |
| YTD | -19.2% | +22.5% | -41.7% | -28.6% |
| 1Y | +4.5% | +35.3% | -30.7% | -12.9% |
| 3Y | +46.3% | +50.2% | -3.9% | +14.8% |
| 5Y | +48.1% | +64.6% | -16.4% | +13.1% |
| All | +48.1% | +60.3% | -12.2% | +13.1% |
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