+2,650.1%
TSLA vs XPO
+1,517.7%
+1,132.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.8% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | +9.2% | -10.4% | +19.6% | +13.1% |
| 3M | -4.7% | -15.7% | +11.0% | +0.5% |
| 6M | -8.9% | -6.3% | -2.6% | -7.9% |
| YTD | -19.2% | +34.2% | -53.3% | -28.7% |
| 1Y | +4.5% | +39.9% | -35.4% | -10.2% |
| 3Y | +46.3% | +155.2% | -108.9% | -1.7% |
| 5Y | +48.1% | +264.7% | -216.5% | -17.2% |
| All | +2,650.1% | +1,517.7% | +1,132.4% | +1,013.0% |
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