+2,650.1%
TSLA vs EAT
+379.9%
+2,270.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.4% | -6.2% | +2.8% | -1.7% |
| 30D | +9.2% | -3.0% | +12.3% | +9.5% |
| 3M | -4.7% | +45.6% | -50.4% | -15.7% |
| 6M | -8.9% | +53.5% | -62.5% | -21.8% |
| YTD | -19.2% | +49.6% | -68.7% | -30.5% |
| 1Y | +4.5% | +38.9% | -34.4% | -9.2% |
| 3Y | +46.3% | +589.7% | -543.4% | -23.5% |
| 5Y | +48.1% | +318.7% | -270.5% | -14.9% |
| All | +2,650.1% | +379.9% | +2,270.2% | +1,002.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling