+3,131.0%
TSLA vs UAL
+95.5%
+3,035.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.5% |
| 7D | +1.5% | +2.3% | -0.8% | +0.8% |
| 30D | +3.4% | +13.3% | -9.9% | -1.1% |
| 3M | +17.4% | -6.3% | +23.7% | +19.4% |
| 6M | -12.2% | +22.5% | -34.7% | -19.1% |
| YTD | -13.1% | +5.9% | -19.0% | -17.1% |
| 1Y | -11.1% | +24.7% | -35.8% | -20.0% |
| 3Y | +82.1% | +211.6% | -129.5% | +18.0% |
| 5Y | +10.3% | +130.6% | -120.3% | -23.7% |
| All | +3,131.0% | +95.5% | +3,035.4% | +2,104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling