+32.9%
TSLA vs EOSE
+44.0%
-11.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.7% |
| 7D | -3.4% | +14.0% | -17.4% | -4.9% |
| 30D | +9.2% | -5.9% | +15.1% | +9.5% |
| 3M | -4.7% | -34.3% | +29.5% | -1.6% |
| 6M | -8.9% | -37.8% | +28.8% | -6.6% |
| YTD | -19.2% | -65.2% | +46.0% | -14.0% |
| 1Y | +4.5% | -41.9% | +46.5% | +4.6% |
| All | +32.9% | +44.0% | -11.2% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling