+2,737.0%
TSLA vs EXPE
+153.6%
+2,583.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +3.0% | -11.5% | +14.5% | +7.6% |
| 30D | +11.2% | -13.1% | +24.2% | +16.3% |
| 3M | -7.3% | +18.1% | -25.4% | -14.7% |
| 6M | -7.7% | +13.3% | -21.0% | -14.5% |
| YTD | -18.2% | -3.2% | -15.0% | -20.9% |
| 1Y | +6.0% | +26.1% | -20.1% | -9.8% |
| 3Y | +48.0% | +151.7% | -103.7% | -9.2% |
| 5Y | +46.2% | +88.3% | -42.2% | -2.9% |
| 10Y | +2,737.0% | +158.0% | +2,579.0% | +1,352.0% |
| All | +2,737.0% | +153.6% | +2,583.4% | +1,352.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling