+22,131.9%
TSLA vs EWZ
+19.1%
+22,112.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.6% |
| 7D | +1.5% | +6.5% | -5.0% | -1.3% |
| 30D | +10.1% | +4.8% | +5.3% | +7.8% |
| 3M | -15.4% | +9.9% | -25.3% | -18.8% |
| 6M | -12.8% | +1.9% | -14.7% | -13.8% |
| YTD | -21.3% | +20.3% | -41.6% | -27.8% |
| 1Y | +4.6% | +35.6% | -31.0% | -9.0% |
| 3Y | +44.5% | +43.4% | +1.1% | +23.0% |
| 5Y | +44.8% | +55.9% | -11.1% | +16.4% |
| 10Y | +2,585.4% | +84.2% | +2,501.3% | +1,768.1% |
| All | +22,131.9% | +19.1% | +22,112.8% | +21,627.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling