+2,698.1%
TSLA vs UAL
+103.3%
+2,594.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.8% | +6.8% | +4.9% |
| 7D | +3.4% | +3.5% | -0.1% | +2.1% |
| 30D | +12.0% | -16.5% | +28.5% | +18.7% |
| 3M | -10.0% | +2.8% | -12.7% | -11.5% |
| 6M | -7.2% | +17.6% | -24.8% | -13.6% |
| YTD | -18.1% | -3.2% | -14.9% | -19.2% |
| 1Y | +6.3% | +0.4% | +5.8% | +2.9% |
| 3Y | +48.2% | +128.2% | -80.0% | +6.4% |
| 5Y | +46.5% | +137.7% | -91.2% | +1.5% |
| 10Y | +2,698.1% | +99.1% | +2,599.0% | +1,767.0% |
| All | +2,698.1% | +103.3% | +2,594.8% | +1,767.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded UAL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling