+6.7%
TSLA vs EAT
+342.4%
-335.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.8% |
| 7D | -4.7% | -5.9% | +1.2% | -3.0% |
| 30D | -0.8% | +0.7% | -1.4% | -1.7% |
| 3M | +14.8% | -14.2% | +29.0% | +18.7% |
| 6M | -11.3% | +40.7% | -52.1% | -24.1% |
| YTD | -15.6% | +36.0% | -51.5% | -28.4% |
| 1Y | -14.7% | +83.1% | -97.8% | -36.5% |
| 3Y | +76.9% | +474.8% | -397.9% | -22.3% |
| 5Y | +6.7% | +347.6% | -340.9% | -54.8% |
| All | +6.7% | +342.4% | -335.7% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling