+175.8%
TSLA vs EOSE
-57.1%
+232.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.8% | -6.8% | +2.6% |
| 7D | +3.4% | +41.4% | -38.1% | -1.4% |
| 30D | +12.0% | +3.6% | +8.4% | +10.9% |
| 3M | -10.0% | -35.7% | +25.8% | -6.2% |
| 6M | -7.2% | -29.9% | +22.7% | -5.8% |
| YTD | -18.1% | -62.5% | +44.3% | -12.6% |
| 1Y | +6.3% | -37.4% | +43.7% | +4.5% |
| 3Y | +48.2% | +55.8% | -7.6% | +16.0% |
| 5Y | +46.5% | -67.8% | +114.3% | +15.3% |
| All | +175.8% | -57.1% | +232.9% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling