R² is 0.51 — a reasonably reliable fit; the betas and the split below are worth reading at face value.
Note: the net move here (-3.9pp) is small relative to the systematic and idiosyncratic swings underneath it — they're largely offsetting each other, which is why the idiosyncratic share below exceeds 100% (it's dividing by a small net, not an error). Read the pp values themselves as the meaningful numbers here, not the ratio.
Of TSLA's -3.9pp move over this window, -50.3pp (1286% of the total magnitude) is idiosyncratic — not explained by riding market, sector, or rate moves. The rest (+46.4pp) came from systematic exposure: market +46.4pp, sector -0.0pp, rate -0.0pp.