+149.8%
TSLA vs U
-43.0%
+192.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.2% |
| 7D | +3.4% | +4.5% | -1.1% | +2.1% |
| 30D | +12.0% | -0.6% | +12.6% | +12.2% |
| 3M | -10.0% | +48.4% | -58.4% | -21.1% |
| 6M | -7.2% | +115.4% | -122.6% | -28.8% |
| YTD | -18.1% | -3.2% | -14.9% | -22.3% |
| 1Y | +6.3% | -6.0% | +12.3% | +0.2% |
| 3Y | +48.2% | +13.5% | +34.7% | +18.8% |
| 5Y | +46.5% | -68.0% | +114.5% | +47.6% |
| All | +149.8% | -43.0% | +192.8% | +130.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling