+41.1%
TSLA vs EXPD
+61.6%
-20.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.3% |
| 7D | +1.5% | -1.1% | +2.7% | +2.0% |
| 30D | +10.1% | +4.1% | +6.0% | +8.0% |
| 3M | -15.4% | +17.9% | -33.3% | -21.8% |
| 6M | -12.8% | +29.2% | -42.0% | -23.4% |
| YTD | -21.3% | +27.4% | -48.6% | -31.4% |
| 1Y | +4.6% | +56.8% | -52.2% | -19.6% |
| 3Y | +44.5% | +68.0% | -23.5% | +3.5% |
| All | +41.1% | +61.6% | -20.5% | -5.3% |
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