+33.6%
TSLA vs EQH
+100.2%
-66.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.4% |
| 7D | +3.2% | +0.7% | +2.5% | +2.6% |
| 30D | +11.6% | +2.8% | +8.7% | +9.4% |
| 3M | -8.4% | +23.1% | -31.5% | -20.9% |
| 6M | -10.4% | +41.4% | -51.8% | -30.6% |
| YTD | -18.7% | +14.3% | -33.0% | -27.1% |
| 1Y | -0.9% | +1.6% | -2.5% | -3.7% |
| 3Y | +33.6% | +102.7% | -69.1% | -14.4% |
| All | +33.6% | +100.2% | -66.7% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling