+38.0%
TSLA vs AXP
+110.9%
-72.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.0% |
| 7D | +1.5% | -2.1% | +3.6% | +3.4% |
| 30D | +10.1% | -6.5% | +16.7% | +16.5% |
| 3M | -15.4% | +4.6% | -20.0% | -18.6% |
| 6M | -12.8% | +5.4% | -18.2% | -17.2% |
| YTD | -21.3% | -11.1% | -10.1% | -14.1% |
| 1Y | +4.6% | -0.3% | +4.9% | +1.0% |
| All | +38.0% | +110.9% | -72.9% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling