-0.9%
TSLA vs EQH
+3.9%
-4.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | +11.6% | +2.8% | +8.7% | +10.8% |
| 3M | -8.4% | +23.1% | -31.5% | -13.0% |
| 6M | -10.4% | +41.4% | -51.8% | -18.2% |
| YTD | -18.7% | +14.3% | -33.0% | -24.7% |
| 1Y | -0.9% | +1.6% | -2.5% | -15.1% |
| All | -0.9% | +3.9% | -4.8% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling