-7.7%
TSLA vs IEFA
+11.9%
-19.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +1.4% |
| 7D | +3.0% | -0.5% | +3.5% | +3.6% |
| 30D | +11.2% | -1.1% | +12.3% | +12.9% |
| 3M | -7.3% | +5.1% | -12.3% | -12.2% |
| 6M | -7.7% | +9.3% | -17.1% | -15.5% |
| All | -7.7% | +11.9% | -19.6% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling