+2,664.3%
TSLA vs EOG
+121.1%
+2,543.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.2% | +1.5% | +1.7% | +2.8% |
| 30D | +11.6% | +2.9% | +8.6% | +10.7% |
| 3M | -8.4% | +8.7% | -17.2% | -11.0% |
| 6M | -10.4% | +12.9% | -23.3% | -14.5% |
| YTD | -18.7% | +43.8% | -62.6% | -27.8% |
| 1Y | -0.9% | +27.1% | -28.0% | -9.0% |
| 3Y | +33.6% | +25.9% | +7.7% | +22.0% |
| 5Y | +48.9% | +177.9% | -129.0% | +5.3% |
| All | +2,664.3% | +121.1% | +2,543.2% | +1,721.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling