+41.1%
TSLA vs UAL
+142.0%
-100.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.5% | -8.4% | -7.0% |
| 7D | +1.5% | +0.7% | +0.8% | +1.0% |
| 30D | +10.1% | -16.1% | +26.2% | +18.7% |
| 3M | -15.4% | +6.1% | -21.5% | -18.5% |
| 6M | -12.8% | +10.8% | -23.6% | -18.8% |
| YTD | -21.3% | -0.4% | -20.9% | -23.9% |
| 1Y | +4.6% | +5.0% | -0.4% | -2.4% |
| 3Y | +44.5% | +124.0% | -79.5% | -10.3% |
| All | +41.1% | +142.0% | -100.9% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling