+46.5%
TSLA vs EXPE
+89.5%
-43.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.9% | +11.9% | +7.1% |
| 7D | +3.4% | -9.8% | +13.1% | +7.3% |
| 30D | +12.0% | -11.5% | +23.5% | +16.6% |
| 3M | -10.0% | +21.7% | -31.7% | -18.7% |
| 6M | -7.2% | +10.4% | -17.6% | -13.6% |
| YTD | -18.1% | -2.5% | -15.6% | -21.1% |
| 1Y | +6.3% | +27.3% | -21.1% | -11.7% |
| 3Y | +48.2% | +153.5% | -105.4% | -16.7% |
| 5Y | +46.5% | +91.1% | -44.6% | -3.9% |
| All | +46.5% | +89.5% | -43.0% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling