+23,636.9%
TSLA vs EXR
+1,899.2%
+21,737.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.3% |
| 7D | -6.4% | +2.7% | -9.1% | -7.5% |
| 30D | -1.2% | +18.9% | -20.2% | -8.5% |
| 3M | +15.1% | +8.4% | +6.7% | +10.9% |
| 6M | -11.7% | +14.3% | -26.1% | -17.3% |
| YTD | -15.9% | +27.2% | -43.2% | -25.4% |
| 1Y | -12.0% | +25.9% | -37.9% | -21.7% |
| 3Y | +80.0% | +54.6% | +25.4% | +43.1% |
| 5Y | +10.8% | -0.6% | +11.4% | +5.6% |
| 10Y | +2,883.7% | +208.5% | +2,675.1% | +1,527.3% |
| All | +23,636.9% | +1,899.2% | +21,737.8% | +3,603.9% |
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