+6.0%
TSLA vs EAT
+39.0%
-33.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | +3.0% | -6.8% | +9.8% | +3.0% |
| 30D | +11.2% | -5.4% | +16.5% | +11.1% |
| 3M | -7.3% | +42.8% | -50.0% | -8.7% |
| 6M | -7.7% | +56.5% | -64.3% | -9.1% |
| YTD | -18.2% | +50.0% | -68.2% | -19.1% |
| 1Y | +6.0% | +38.3% | -32.3% | +4.2% |
| All | +6.0% | +39.0% | -33.0% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling