+2,682.2%
TSLA vs EAT
+381.2%
+2,301.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.8% |
| 7D | +3.0% | -6.8% | +9.8% | +5.0% |
| 30D | +11.2% | -5.4% | +16.5% | +12.2% |
| 3M | -7.3% | +42.8% | -50.0% | -17.5% |
| 6M | -7.7% | +56.5% | -64.3% | -21.3% |
| YTD | -18.2% | +50.0% | -68.2% | -29.8% |
| 1Y | +6.0% | +38.3% | -32.3% | -7.8% |
| 3Y | +48.0% | +591.6% | -543.6% | -22.6% |
| 5Y | +46.2% | +312.6% | -266.5% | -15.7% |
| All | +2,682.2% | +381.2% | +2,301.0% | +1,013.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling