+3,125.8%
TSLA vs EXPE
+123.5%
+3,002.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +8.9% | -0.5% | +9.4% | +9.1% |
| 30D | +6.3% | -6.1% | +12.4% | +7.7% |
| 3M | +14.8% | -21.3% | +36.1% | +23.1% |
| 6M | -12.4% | +19.0% | -31.4% | -20.9% |
| YTD | -13.2% | -8.4% | -4.8% | -15.5% |
| 1Y | -2.9% | -2.8% | -0.1% | -8.2% |
| 3Y | +74.4% | +120.8% | -46.3% | +11.7% |
| 5Y | +13.3% | +46.2% | -32.9% | -18.2% |
| All | +3,125.8% | +123.5% | +3,002.3% | +1,437.3% |
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