+22,391.8%
TSLA vs EXR
+1,887.0%
+20,504.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.5% |
| 7D | -10.4% | +5.2% | -15.6% | -12.4% |
| 30D | -5.2% | +20.9% | -26.1% | -12.8% |
| 3M | +12.1% | +7.7% | +4.4% | +8.3% |
| 6M | -10.2% | +13.2% | -23.3% | -15.5% |
| YTD | -20.3% | +26.5% | -46.8% | -29.1% |
| 1Y | -19.7% | +27.2% | -46.9% | -28.9% |
| 3Y | +63.4% | +71.5% | -8.2% | +23.5% |
| 5Y | -12.1% | +0.4% | -12.4% | -16.6% |
| 10Y | +2,719.7% | +225.2% | +2,494.6% | +1,393.6% |
| All | +22,391.8% | +1,887.0% | +20,504.8% | +3,418.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling