+4.6%
TSLA vs IEFA
+23.1%
-18.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.1% | -6.1% |
| 7D | +1.5% | +0.6% | +0.9% | +0.8% |
| 30D | +10.1% | +1.0% | +9.1% | +8.7% |
| 3M | -15.4% | +4.7% | -20.1% | -19.7% |
| 6M | -12.8% | +8.6% | -21.4% | -20.3% |
| YTD | -21.3% | +14.8% | -36.1% | -34.9% |
| 1Y | +4.6% | +22.6% | -18.0% | -19.5% |
| All | +4.6% | +23.1% | -18.5% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling