+74.4%
TSLA vs UAL
+189.3%
-114.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | +8.9% | -3.0% | +12.0% | +10.1% |
| 30D | +6.3% | +10.5% | -4.2% | +1.7% |
| 3M | +14.8% | -13.5% | +28.3% | +20.8% |
| 6M | -12.4% | +14.2% | -26.6% | -18.8% |
| YTD | -13.2% | -2.2% | -11.0% | -15.7% |
| 1Y | -2.9% | +12.5% | -15.4% | -11.7% |
| 3Y | +74.4% | +186.8% | -112.4% | +12.9% |
| All | +74.4% | +189.3% | -114.9% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling