+32.9%
TSLA vs IEFA
+64.1%
-31.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | +0.3% |
| 7D | -3.4% | -2.4% | -1.0% | +0.4% |
| 30D | +9.2% | -2.1% | +11.3% | +13.1% |
| 3M | -4.7% | +5.5% | -10.3% | -11.9% |
| 6M | -8.9% | +8.1% | -17.1% | -19.2% |
| YTD | -19.2% | +11.9% | -31.1% | -32.9% |
| 1Y | +4.5% | +18.1% | -13.5% | -20.7% |
| All | +32.9% | +64.1% | -31.2% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling