+4.5%
TSLA vs EXPE
+28.4%
-23.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.2% |
| 7D | -3.4% | -8.7% | +5.3% | -3.0% |
| 30D | +9.2% | -13.6% | +22.9% | +9.9% |
| 3M | -4.7% | +26.6% | -31.4% | -7.2% |
| 6M | -8.9% | +19.9% | -28.9% | -11.0% |
| YTD | -19.2% | -1.7% | -17.5% | -20.6% |
| 1Y | +4.5% | +29.4% | -24.9% | -0.4% |
| All | +4.5% | +28.4% | -23.9% | -0.4% |
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