+4.6%
TSLA vs EXPE
+40.7%
-36.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.8% |
| 7D | +1.5% | -9.5% | +11.1% | +2.0% |
| 30D | +10.1% | -6.6% | +16.7% | +10.4% |
| 3M | -15.4% | +31.4% | -46.8% | -17.5% |
| 6M | -12.8% | +35.2% | -48.0% | -15.3% |
| YTD | -21.3% | +5.8% | -27.1% | -22.9% |
| 1Y | +4.6% | +38.7% | -34.1% | +0.8% |
| All | +4.6% | +40.7% | -36.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling