-7.6%
TSLA vs UAL
+109.3%
-116.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.3% |
| 7D | -10.4% | +8.2% | -18.6% | -13.6% |
| 30D | -5.2% | +2.3% | -7.5% | -6.4% |
| 3M | +12.1% | -12.7% | +24.8% | +18.1% |
| 6M | -10.2% | +12.7% | -22.9% | -16.7% |
| YTD | -20.3% | +0.8% | -21.2% | -23.9% |
| 1Y | -19.7% | +17.8% | -37.4% | -29.1% |
| 3Y | +63.4% | +206.7% | -143.3% | -14.5% |
| All | -7.6% | +109.3% | -116.9% | -48.8% |
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