+173.7%
TSLA vs EOSE
-60.6%
+234.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +3.2% | +1.8% | +1.4% | +2.9% |
| 30D | +11.6% | -6.8% | +18.4% | +12.0% |
| 3M | -8.4% | -36.3% | +27.8% | -4.5% |
| 6M | -10.4% | -38.8% | +28.4% | -7.6% |
| YTD | -18.7% | -65.5% | +46.8% | -12.3% |
| 1Y | -0.9% | -45.3% | +44.4% | -1.0% |
| 3Y | +33.6% | +44.2% | -10.6% | +5.6% |
| 5Y | +48.9% | -69.5% | +118.4% | +17.9% |
| All | +173.7% | -60.6% | +234.3% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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