-13.3%
TSLA vs U
+17.5%
-30.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.9% | -8.2% | -4.0% |
| 7D | -4.7% | +7.5% | -12.2% | -5.7% |
| 30D | +1.7% | -7.0% | +8.8% | +2.6% |
| 3M | +17.7% | +20.6% | -2.9% | +14.4% |
| 6M | -1.9% | +53.2% | -55.0% | -7.8% |
| YTD | -14.3% | -3.9% | -10.5% | -16.0% |
| 1Y | -13.3% | +18.4% | -31.7% | -23.3% |
| All | -13.3% | +17.5% | -30.8% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling