+22,131.9%
TSLA vs EXPD
+548.0%
+21,583.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.4% |
| 7D | +1.5% | -1.1% | +2.7% | +2.1% |
| 30D | +10.1% | +4.1% | +6.0% | +7.7% |
| 3M | -15.4% | +17.9% | -33.3% | -22.6% |
| 6M | -12.8% | +29.2% | -42.0% | -24.7% |
| YTD | -21.3% | +27.4% | -48.6% | -32.5% |
| 1Y | +4.6% | +56.8% | -52.2% | -21.1% |
| 3Y | +44.5% | +68.0% | -23.5% | +3.1% |
| 5Y | +44.8% | +61.9% | -17.1% | +3.5% |
| 10Y | +2,585.4% | +316.0% | +2,269.4% | +1,007.2% |
| All | +22,131.9% | +548.0% | +21,583.9% | +5,158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling