+2,883.7%
TSLA vs AXP
+453.0%
+2,430.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +4.9% |
| 7D | -6.4% | -1.1% | -5.3% | -5.7% |
| 30D | -1.2% | +5.2% | -6.5% | -4.3% |
| 3M | +15.1% | -4.6% | +19.6% | +18.1% |
| 6M | -11.7% | +3.2% | -15.0% | -13.8% |
| YTD | -15.9% | -11.3% | -4.6% | -10.7% |
| 1Y | -12.0% | -11.0% | -1.0% | -6.8% |
| 3Y | +80.0% | +120.2% | -40.1% | +14.4% |
| 5Y | +10.8% | +91.7% | -80.9% | -23.9% |
| 10Y | +2,883.7% | +440.3% | +2,443.3% | +1,200.5% |
| All | +2,883.7% | +453.0% | +2,430.6% | +1,200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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