+3,125.8%
TSLA vs EXPD
+335.0%
+2,790.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +8.9% | +5.5% | +3.4% | +6.0% |
| 30D | +6.3% | -0.8% | +7.1% | +6.9% |
| 3M | +14.8% | +4.1% | +10.6% | +12.4% |
| 6M | -12.4% | +25.7% | -38.0% | -22.3% |
| YTD | -13.2% | +31.4% | -44.6% | -26.6% |
| 1Y | -2.9% | +42.2% | -45.1% | -21.5% |
| 3Y | +74.4% | +77.2% | -2.8% | +20.3% |
| 5Y | +13.3% | +61.0% | -47.7% | -19.1% |
| All | +3,125.8% | +335.0% | +2,790.9% | +1,350.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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