+4.6%
TSLA vs U
+6.4%
-1.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.8% |
| 7D | +1.5% | -3.8% | +5.3% | +2.1% |
| 30D | +10.1% | +17.5% | -7.3% | +7.3% |
| 3M | -15.4% | +38.7% | -54.1% | -19.8% |
| 6M | -12.8% | +104.4% | -117.2% | -22.0% |
| YTD | -21.3% | -5.7% | -15.6% | -21.3% |
| 1Y | +4.6% | +3.7% | +0.9% | -0.2% |
| All | +4.6% | +6.4% | -1.8% | -0.2% |
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