+76.9%
TSLA vs EAT
+477.9%
-400.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.4% |
| 7D | -4.7% | -5.9% | +1.2% | -3.4% |
| 30D | -0.8% | +0.7% | -1.4% | -1.4% |
| 3M | +14.8% | -14.2% | +29.0% | +17.8% |
| 6M | -11.3% | +40.7% | -52.1% | -21.6% |
| YTD | -15.6% | +36.0% | -51.5% | -26.0% |
| 1Y | -14.7% | +83.1% | -97.8% | -33.4% |
| 3Y | +76.9% | +474.8% | -397.9% | +3.4% |
| All | +76.9% | +477.9% | -400.9% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling