+47.6%
TSLA vs IEFA
+50.2%
-2.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -1.1% |
| 7D | +3.2% | -1.6% | +4.8% | +5.7% |
| 30D | +11.6% | -1.5% | +13.1% | +14.3% |
| 3M | -8.4% | +3.4% | -11.9% | -12.6% |
| 6M | -10.4% | +9.5% | -19.9% | -21.9% |
| YTD | -18.7% | +13.0% | -31.8% | -33.0% |
| 1Y | -0.9% | +18.0% | -18.9% | -23.6% |
| 3Y | +33.6% | +65.4% | -31.8% | -38.0% |
| All | +47.6% | +50.2% | -2.6% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling