-7.7%
TSLA vs EAT
+84.8%
-92.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +1.7% |
| 7D | +15.6% | -7.1% | +22.7% | +15.8% |
| 30D | +5.9% | -2.3% | +8.3% | +6.0% |
| 3M | +21.4% | -19.6% | +41.0% | +21.7% |
| 6M | -8.3% | +46.0% | -54.3% | -11.2% |
| YTD | -11.6% | +37.7% | -49.3% | -13.5% |
| 1Y | -7.7% | +73.8% | -81.5% | -6.9% |
| All | -7.7% | +84.8% | -92.5% | -6.9% |
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 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