+2,737.0%
TSLA vs EXR
+144.7%
+2,592.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.9% |
| 7D | +3.0% | -3.1% | +6.1% | +4.3% |
| 30D | +11.2% | -7.5% | +18.7% | +14.5% |
| 3M | -7.3% | -7.5% | +0.2% | -4.9% |
| 6M | -7.7% | -5.2% | -2.6% | -6.5% |
| YTD | -18.2% | +6.5% | -24.7% | -21.0% |
| 1Y | +6.0% | -2.0% | +8.0% | +5.4% |
| 3Y | +48.0% | +21.5% | +26.5% | +33.0% |
| 5Y | +46.2% | -11.5% | +57.7% | +46.2% |
| 10Y | +2,737.0% | +148.0% | +2,589.0% | +2,098.7% |
| All | +2,737.0% | +144.7% | +2,592.3% | +2,098.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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