+41.1%
TSLA vs U
-68.9%
+110.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.6% |
| 7D | +1.5% | -3.8% | +5.3% | +2.8% |
| 30D | +10.1% | +17.5% | -7.3% | +4.1% |
| 3M | -15.4% | +38.7% | -54.1% | -24.4% |
| 6M | -12.8% | +104.4% | -117.2% | -32.2% |
| YTD | -21.3% | -5.7% | -15.6% | -24.6% |
| 1Y | +4.6% | +3.7% | +0.9% | -4.9% |
| 3Y | +44.5% | +12.3% | +32.2% | +15.6% |
| All | +41.1% | -68.9% | +110.0% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling