+48.2%
TSLA vs EAT
+612.9%
-564.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.3% | +4.8% |
| 7D | +3.4% | -4.9% | +8.3% | +4.6% |
| 30D | +12.0% | -1.2% | +13.2% | +11.7% |
| 3M | -10.0% | +52.2% | -62.2% | -20.9% |
| 6M | -7.2% | +65.0% | -72.2% | -21.6% |
| YTD | -18.1% | +55.0% | -73.2% | -30.0% |
| 1Y | +6.3% | +42.1% | -35.8% | -6.9% |
| 3Y | +48.2% | +614.7% | -566.6% | -19.8% |
| All | +48.2% | +612.9% | -564.7% | -19.8% |
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