+1,697.1%
TSLA vs EQH
+234.7%
+1,462.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.2% |
| 7D | +3.2% | +0.7% | +2.5% | +2.8% |
| 30D | +11.6% | +2.8% | +8.7% | +9.8% |
| 3M | -8.4% | +23.1% | -31.5% | -18.2% |
| 6M | -10.4% | +41.4% | -51.8% | -26.2% |
| YTD | -18.7% | +14.3% | -33.0% | -25.5% |
| 1Y | -0.9% | +1.6% | -2.5% | -4.3% |
| 3Y | +33.6% | +102.7% | -69.1% | -7.0% |
| 5Y | +48.9% | +104.5% | -55.6% | +3.3% |
| All | +1,697.1% | +234.7% | +1,462.4% | +814.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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