Electrical wire to use w/ 240V outlet for Tesla charger

I won't write a detailed answer since ThreePhaseEel nailed it. But to confirm, yes, you want THWN wire, which is a single wire, not a multiconductor cable. It is designed to operate in wet locations (which is to say: immersed) and to endure the physical strain of being pulled through a conduit. It has a slick nylon outer jacket for that purpose.

You don't want to pull a multiconductor cable through conduit. Electrical cables are not flexible like cordage. They have no nylon jacket, they are stiff (even 10 AWG is like wrestling an alligator) and will want to bind and snag.

Since Tesla insists on using the NEMA 14-50 connector, you will need four conductors including ground.

• A ground wire which is natively green, green/yellow stripe, or bare wire. It must be copper.
• A neutral which must be natively white wire (or gray).
• Two "hot" wires which are either colored wire (any color except the above), or white wire which has been marked with colored tape on both ends.

You can use metal conduit itself as the ground wire, however for an underground run, I would only do that if the conduit is Rigid type. Otherwise, the hardware store sells 8 AWG bare solid copper ground wire, which will suffice for anything we are talking about here.

You will be using a 50A receptacle even though the Tesla charger only wants 40A. That is a practical workaround; 40A receptacles don't exist. A 40A circuit has a 40A breaker (duh) and requires 8 AWG copper wire or 6 AWG aluminum. Ther are several reasons to upsize, though. First is to reduce transmission loss over long distances.

The second is future flexibility. If you run 6 AWG copper or 4 AWG aluminum, you can make it a 50A circuit just by changing the breaker, and support a larger charger or large RV. It could also support a 60A subpanel, allowing you to power other loads too.

Price it several ways, all these will require 3/4" conduit except 4Al will require 1" conduit. 1" will make the pulls easier in all cases.