-7.6%
TSLA vs EXPD
+55.6%
-63.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +5.3% |
| 7D | -10.4% | -7.2% | -3.2% | -7.2% |
| 30D | -5.2% | -3.3% | -1.9% | -3.6% |
| 3M | +12.1% | +3.4% | +8.7% | +10.3% |
| 6M | -10.2% | +22.7% | -32.9% | -18.4% |
| YTD | -20.3% | +24.5% | -44.9% | -29.7% |
| 1Y | -19.7% | +38.6% | -58.3% | -33.3% |
| 3Y | +63.4% | +71.5% | -8.1% | +14.8% |
| All | -7.6% | +55.6% | -63.2% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling