+20,020.9%
TSLA vs IEFA
+211.8%
+19,809.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +1.3% |
| 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% | -12.4% |
| 6M | -7.7% | +9.3% | -17.1% | -17.3% |
| YTD | -18.2% | +13.0% | -31.2% | -29.8% |
| 1Y | +6.0% | +19.2% | -13.2% | -14.9% |
| 3Y | +48.0% | +67.0% | -19.0% | -19.7% |
| 5Y | +46.2% | +51.1% | -4.9% | -8.4% |
| 10Y | +2,737.0% | +146.5% | +2,590.5% | +1,019.7% |
| All | +20,020.9% | +211.8% | +19,809.1% | +6,488.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling