+1,658.5%
TSLA vs EQX
+226.7%
+1,431.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -0.3% |
| 7D | -3.4% | -7.0% | +3.6% | -2.3% |
| 30D | +9.2% | +4.8% | +4.4% | +8.3% |
| 3M | -4.7% | +25.6% | -30.4% | -8.5% |
| 6M | -8.9% | -25.8% | +16.9% | -5.6% |
| YTD | -19.2% | -12.7% | -6.4% | -18.9% |
| 1Y | +4.5% | +14.1% | -9.5% | +0.1% |
| 3Y | +46.3% | +165.7% | -119.4% | +17.2% |
| 5Y | +48.1% | +81.2% | -33.1% | +20.9% |
| All | +1,658.5% | +226.7% | +1,431.8% | +1,613.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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