+80.0%
TSLA vs EXPE
+125.5%
-45.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | -6.4% | -13.3% | +6.9% | -2.8% |
| 30D | -1.2% | -5.5% | +4.3% | -0.2% |
| 3M | +15.1% | -16.5% | +31.5% | +19.4% |
| 6M | -11.7% | +13.1% | -24.8% | -17.7% |
| YTD | -15.9% | -8.0% | -7.9% | -17.3% |
| 1Y | -12.0% | +1.1% | -13.1% | -17.1% |
| 3Y | +80.0% | +131.2% | -51.1% | +13.4% |
| All | +80.0% | +125.5% | -45.5% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling