+74.7%
TSLA vs EXPD
+75.1%
-0.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | +0.1% | +2.0% |
| 7D | +1.5% | -1.6% | +3.0% | +2.1% |
| 30D | +3.4% | +0.6% | +2.8% | +3.4% |
| 3M | +17.4% | +9.8% | +7.6% | +14.2% |
| 6M | -12.2% | +25.8% | -37.9% | -18.0% |
| YTD | -13.1% | +31.3% | -44.4% | -21.0% |
| 1Y | -11.1% | +40.9% | -52.0% | -21.7% |
| All | +74.7% | +75.1% | -0.4% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling