+22,391.8%
TSLA vs EXPD
+533.6%
+21,858.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +5.4% |
| 7D | -10.4% | -7.2% | -3.2% | -6.7% |
| 30D | -5.2% | -3.3% | -1.9% | -3.4% |
| 3M | +12.1% | +3.4% | +8.7% | +10.0% |
| 6M | -10.2% | +22.7% | -32.9% | -19.7% |
| YTD | -20.3% | +24.5% | -44.9% | -31.0% |
| 1Y | -19.7% | +38.6% | -58.3% | -34.5% |
| 3Y | +63.4% | +71.5% | -8.1% | +14.7% |
| 5Y | -12.1% | +56.2% | -68.3% | -35.9% |
| 10Y | +2,719.7% | +310.5% | +2,409.3% | +1,070.7% |
| All | +22,391.8% | +533.6% | +21,858.3% | +5,279.2% |
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 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