+3,125.8%
TSLA vs XPO
+1,266.4%
+1,859.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -2.6% |
| 7D | +8.9% | +9.0% | 0.0% | +5.8% |
| 30D | +6.3% | +4.2% | +2.1% | +4.9% |
| 3M | +14.8% | -8.7% | +23.4% | +18.1% |
| 6M | -12.4% | -2.8% | -9.6% | -12.0% |
| YTD | -13.2% | +41.9% | -55.1% | -25.0% |
| 1Y | -2.9% | +42.3% | -45.3% | -16.5% |
| 3Y | +74.4% | +127.3% | -52.8% | +22.3% |
| 5Y | +13.3% | +306.4% | -293.1% | -39.1% |
| All | +3,125.8% | +1,266.4% | +1,859.5% | +1,189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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